相关论文: GPT-Signal: Generative AI for Semi-automated Featu…
We explore the value of generative AI tools, such as ChatGPT, in helping investors uncover dimensions of corporate risk. We develop and validate firm-level measures of risk exposure to political, climate, and AI-related risks. Using the GPT…
Artificial Intelligence (AI) has recently shown its capabilities for almost every field of life. Machine Learning, which is a subset of AI, is a `HOT' topic for researchers. Machine Learning outperforms other classical forecasting…
Integrating new features into existing software projects can be a complex and time-consuming process. Feature-Factory leverages Generative AI with WatsonX.ai to automate the analysis, planning, and implementation of feature requests. By…
We propose the genetic algorithm for time window optimization, which is an embedded genetic algorithm (GA), to optimize the time window (TW) of the attributes using feature selection and support vector machine. This GA is evolved using the…
Large Language Models (LLMs) have recently been leveraged for asset pricing tasks and stock trading applications, enabling AI agents to generate investment decisions from unstructured financial data. However, most evaluations of LLM…
Many traditional signal recovery approaches can behave well basing on the penalized likelihood. However, they have to meet with the difficulty in the selection of hyperparameters or tuning parameters in the penalties. In this article, we…
High-dimensional measurements are often correlated which motivates their approximation by factor models. This holds also true when features are engineered via low-dimensional interactions or kernel tricks. This often results in over…
Functional safety forms an important aspect in the design of systems. Its emphasis on the automotive industry has evolved significantly over the years. Till date many methods have been developed to get appropriate FTA(Fault Tree analysis)…
Financial NLP has evolved rapidly since late 2022, outpacing narrative surveys. We introduce MetaGraph, a methodology for extracting typed knowledge graphs from scientific corpora using ontology-guided LLM extraction to enable structured,…
In general frequent itemsets are generated from large data sets by applying association rule mining algorithms like Apriori, Partition, Pincer-Search, Incremental, Border algorithm etc., which take too much computer time to compute all the…
Generative artificial intelligence (GenAI), exemplified by ChatGPT, Midjourney, and other state-of-the-art large language models and diffusion models, holds significant potential for transforming education and enhancing human productivity.…
Technical analysis is used to discover investment opportunities. To test this hypothesis we propose an hybrid system using machine learning techniques together with genetic algorithms. Using technical analysis there are more ways to…
This research develops a sentiment-driven quantitative trading system that leverages a large language model, FinGPT, for sentiment analysis, and explores a novel method for signal integration using a reinforcement learning algorithm, Twin…
Recent advances in large language models (LLMs) are transforming data-intensive domains, with finance representing a high-stakes environment where transparent and reproducible analysis of heterogeneous signals is essential. Traditional…
The rapid evolution of artificial intelligence (AI), especially in the domain of Large Language Models (LLMs) and generative AI, has opened new avenues for application across various fields, yet its role in business education remains…
Consistent alpha generation, i.e., maintaining an edge over the market, underpins the ability of asset traders to reliably generate profits. Technical indicators and trading strategies are commonly used tools to determine when to…
The integration of advertising auction mechanisms into large language model (LLM)-based chatbots presents a significant opportunity for commercialization, yet poses unique challenges in balancing relevance, efficiency, and user experience.…
Using virtual stock markets with artificial interacting software investors, aka agent-based models (ABMs), we present a method to reverse engineer real-world financial time series. We model financial markets as made of a large number of…
I present the Automated Line Fitting Algorithm, ALFA, a new code which can fit emission line spectra of arbitrary wavelength coverage and resolution, fully automatically. In contrast to traditional emission line fitting methods which…
Foreign exchange is the largest financial market in the world, and it is also one of the most volatile markets. Technical analysis plays an important role in the forex market and trading algorithms are designed utilizing machine learning…