Cover Image

Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Lopez-Lira, Alejandro, Tang, Yuehua
Format:	Preprint
Published:	2023
Subjects:	Statistical Finance Computation and Language
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Unveiling the Potential of Sentiment: Can Large Language Models Predict Chinese Stock Price Movements?
by: Zhang, Haohan, et al.
Published: (2023)

The Memorization Problem: Can We Trust LLMs' Economic Forecasts?
by: Lopez-Lira, Alejandro, et al.
Published: (2025)

The Role of AI in Financial Forecasting: ChatGPT's Potential and Challenges
by: Bi, Shuochen, et al.
Published: (2024)

Learning to Generate Explainable Stock Predictions using Self-Reflective Large Language Models
by: Koa, Kelvin J. L., et al.
Published: (2024)

Impact of LLMs news Sentiment Analysis on Stock Price Movement Prediction
by: Siala, Walid, et al.
Published: (2026)

Generalized Stock Price Prediction for Multiple Stocks Combined with News Fusion
by: Liao, Pei-Jun, et al.
Published: (2026)

ChatGPT as a Time Capsule: The Limits of Price Discovery
by: Lehner, Sebastian, et al.
Published: (2026)

Multi-Horizon Echo State Network Prediction of Intraday Stock Returns
by: Ballarin, Giovanni, et al.
Published: (2025)

StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction
by: Wang, Shengkun, et al.
Published: (2024)

BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights
by: Zhu, Enmin, et al.
Published: (2024)

A Hybrid Deep Learning Framework for Stock Price Prediction Considering the Investor Sentiment of Online Forum Enhanced by Popularity
by: Li, Huiyu, et al.
Published: (2024)

Corporate Fundamentals and Stock Price Co-Movement
by: Wang, Lyuhong, et al.
Published: (2024)

Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction
by: Dai, Dehao, et al.
Published: (2026)

StockGPT: A GenAI Model for Stock Prediction and Trading
by: Mai, Dat
Published: (2024)

Stock Price Prediction and Traditional Models: An Approach to Achieve Short-, Medium- and Long-Term Goals
by: Alamu, Opeyemi Sheu, et al.
Published: (2024)

Multimodal Stock Price Prediction: A Case Study of the Russian Securities Market
by: Khubiev, Kasymkhan, et al.
Published: (2025)

Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps?
by: Lefort, Baptiste, et al.
Published: (2024)

PriceSeer: Evaluating Large Language Models in Real-Time Stock Prediction
by: Liang, Bohan, et al.
Published: (2025)

What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts
by: Chen, Shuaiyu, et al.
Published: (2024)

Exploiting Supply Chain Interdependencies for Stock Return Prediction: A Full-State Graph Convolutional LSTM
by: Liu, Chang
Published: (2023)

Harnessing Earnings Reports for Stock Predictions: A QLoRA-Enhanced LLM Approach
by: Ni, Haowei, et al.
Published: (2024)

Optimizing Performance: How Compact Models Match or Exceed GPT's Classification Capabilities through Fine-Tuning
by: Lefort, Baptiste, et al.
Published: (2024)

FinGPT: Open-Source Financial Large Language Models
by: Yang, Hongyang, et al.
Published: (2023)

BreakGPT: Leveraging Large Language Models for Predicting Asset Price Surges
by: Simonyan, Aleksandr
Published: (2024)

BASIR: Budget-Assisted Sectoral Impact Ranking -- A Dataset for Sector Identification and Performance Prediction Using Language Models
by: Ghosh, Sohom, et al.
Published: (2025)

Mitigating Distribution Shift in Stock Price Data via Return-Volatility Normalization for Accurate Prediction
by: Lee, Hyunwoo, et al.
Published: (2025)

Regression and Forecasting of U.S. Stock Returns Based on LSTM
by: Zhou, Shicheng, et al.
Published: (2025)

AMA-LSTM: Pioneering Robust and Fair Financial Audio Analysis for Stock Volatility Prediction
by: Wang, Shengkun, et al.
Published: (2024)

Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange
by: Lim, Brian Godwin, et al.
Published: (2025)

News Sentiment Embeddings for Stock Price Forecasting
by: Qayyum, Ayaan
Published: (2025)

A Novel Decision Ensemble Framework: Customized Attention-BiLSTM and XGBoost for Speculative Stock Price Forecasting
by: Din, Riaz Ud, et al.
Published: (2024)

Distilled ChatGPT Topic & Sentiment Modeling with Applications in Finance
by: Gandouet, Olivier, et al.
Published: (2024)

Modeling of Measurement Error in Financial Returns Data
by: Jasra, Ajay, et al.
Published: (2024)

Financial Statement Analysis with Large Language Models
by: Kim, Alex, et al.
Published: (2024)

BERT vs GPT for financial engineering
by: Sharkey, Edward, et al.
Published: (2024)

Joint News, Attention Spillover,and Stock Returns
by: Guo, Li, et al.
Published: (2017)

Exploring the Synergy of Quantitative Factors and Newsflow Representations from Large Language Models for Stock Return Prediction
by: Guo, Tian, et al.
Published: (2025)

The $κ$-generalised Distribution for Stock Returns
by: Forbes, Samuel
Published: (2024)

Can ChatGPT Overcome Behavioral Biases in the Financial Sector? Classify-and-Rethink: Multi-Step Zero-Shot Reasoning in the Gold Investment
by: Liu, Shuoling, et al.
Published: (2024)

Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
by: Hirsch, Simon, et al.
Published: (2023)