Can Large Language Models Beat Wall Street? Unveiling the Potential of AI in Stock Selection
Fuente:
arXiv
Saved in:
| Main Authors: | Fatouros, Georgios, Metaxas, Konstantinos, Soldatos, John, Kyriazis, Dimosthenis |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
MarketSenseAI 2.0: Enhancing Stock Analysis through LLM Agents
by: Fatouros, George, et al.
Published: (2025)
by: Fatouros, George, et al.
Published: (2025)
Do Word Embeddings Really Understand Loughran-McDonald's Polarities?
by: Li, Mengda, et al.
Published: (2021)
by: Li, Mengda, et al.
Published: (2021)
AI in Investment Analysis: LLMs for Equity Stock Ratings
by: Papasotiriou, Kassiani, et al.
Published: (2024)
by: Papasotiriou, Kassiani, et al.
Published: (2024)
Law-Strength Frontiers and a No-Free-Lunch Result for Law-Seeking Reinforcement Learning on Volatility Law Manifolds
by: Zhang, Jian'an
Published: (2025)
by: Zhang, Jian'an
Published: (2025)
Advanced Stock Market Prediction Using Long Short-Term Memory Networks: A Comprehensive Deep Learning Framework
by: Chaudhary, Rajneesh
Published: (2025)
by: Chaudhary, Rajneesh
Published: (2025)
Signal or Noise in Multi-Agent LLM-based Stock Recommendations?
by: Fatouros, George, et al.
Published: (2026)
by: Fatouros, George, et al.
Published: (2026)
ValueBlindBench: Agreement-Gated Stress Testing of LLM-Judged Investment Rationales Before Returns Are Observable
by: Chang, Sidi, et al.
Published: (2026)
by: Chang, Sidi, et al.
Published: (2026)
The Structure of Financial Equity Research Reports -- Identification of the Most Frequently Asked Questions in Financial Analyst Reports to Automate Equity Research Using Llama 3 and GPT-4
by: Pop, Adria, et al.
Published: (2024)
by: Pop, Adria, et al.
Published: (2024)
Large Language Models and Stock Investing: Is the Human Factor Required?
by: Crisostomo, Ricardo, et al.
Published: (2026)
by: Crisostomo, Ricardo, et al.
Published: (2026)
Risk-Aware Deep Reinforcement Learning for Dynamic Portfolio Optimization
by: Lwele, Emmanuel, et al.
Published: (2025)
by: Lwele, Emmanuel, et al.
Published: (2025)
MultiFinRAG: An Optimized Multimodal Retrieval-Augmented Generation (RAG) Framework for Financial Question Answering
by: Gondhalekar, Chinmay, et al.
Published: (2025)
by: Gondhalekar, Chinmay, et al.
Published: (2025)
ElliottAgents: A Natural Language-Driven Multi-Agent System for Stock Market Analysis and Prediction
by: Chudziak, Jarosław A., et al.
Published: (2025)
by: Chudziak, Jarosław A., et al.
Published: (2025)
Integrating Traditional Technical Analysis with AI: A Multi-Agent LLM-Based Approach to Stock Market Forecasting
by: Wawer, Michał, et al.
Published: (2025)
by: Wawer, Michał, et al.
Published: (2025)
A Deep Reinforcement Learning Trader without Offline Training
by: Lazov, Boian
Published: (2023)
by: Lazov, Boian
Published: (2023)
Deep learning interpretability for rough volatility
by: Yuan, Bo, et al.
Published: (2024)
by: Yuan, Bo, et al.
Published: (2024)
Uncertainty-Aware Deep Hedging
by: Poddar, Manan
Published: (2026)
by: Poddar, Manan
Published: (2026)
Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises
by: Mino, Domenica, et al.
Published: (2025)
by: Mino, Domenica, et al.
Published: (2025)
Towards Conversational AI for Human-Machine Collaborative MLOps
by: Fatouros, George, et al.
Published: (2025)
by: Fatouros, George, et al.
Published: (2025)
Error Analysis of Deep PDE Solvers for Option Pricing
by: Rou, Jasper
Published: (2025)
by: Rou, Jasper
Published: (2025)
Computing Systemic Risk Measures with Graph Neural Networks
by: Gonon, Lukas, et al.
Published: (2024)
by: Gonon, Lukas, et al.
Published: (2024)
A New DAPO Algorithm for Stock Trading
by: Zha, Ruijian, et al.
Published: (2025)
by: Zha, Ruijian, et al.
Published: (2025)
Applying Informer for Option Pricing: A Transformer-Based Approach
by: Bańka, Feliks, et al.
Published: (2025)
by: Bańka, Feliks, et al.
Published: (2025)
Machine learning for option pricing: an empirical investigation of network architectures
by: Della Corte, Serena, et al.
Published: (2023)
by: Della Corte, Serena, et al.
Published: (2023)
Time Deep Gradient Flow Method for pricing American options
by: Rou, Jasper
Published: (2025)
by: Rou, Jasper
Published: (2025)
A time-stepping deep gradient flow method for option pricing in (rough) diffusion models
by: Papapantoleon, Antonis, et al.
Published: (2024)
by: Papapantoleon, Antonis, et al.
Published: (2024)
Unveiling factors influencing judgment variation in Sentiment Analysis with Natural Language Processing and Statistics
by: Kellert, Olga, et al.
Published: (2024)
by: Kellert, Olga, et al.
Published: (2024)
FinTradeBench: A Financial Reasoning Benchmark for LLMs
by: Agrawal, Yogesh, et al.
Published: (2026)
by: Agrawal, Yogesh, et al.
Published: (2026)
Robust Utility Optimization via a GAN Approach
by: Krach, Florian, et al.
Published: (2024)
by: Krach, Florian, et al.
Published: (2024)
Prompt-Efficient Fine-Tuning for GPT-like Deep Models to Reduce Hallucination and to Improve Reproducibility in Scientific Text Generation Using Stochastic Optimisation Techniques
by: Sulimov, Daniil
Published: (2024)
by: Sulimov, Daniil
Published: (2024)
Filtered not Mixed: Stochastic Filtering-Based Online Gating for Mixture of Large Language Models
by: Saqur, Raeid, et al.
Published: (2024)
by: Saqur, Raeid, et al.
Published: (2024)
Hybrid LLM and Higher-Order Quantum Approximate Optimization for CSA Collateral Management
by: Jin, Tao, et al.
Published: (2025)
by: Jin, Tao, et al.
Published: (2025)
Epidemic Information Extraction for Event-Based Surveillance using Large Language Models
by: Consoli, Sergio, et al.
Published: (2024)
by: Consoli, Sergio, et al.
Published: (2024)
RL-Exec: Impact-Aware Reinforcement Learning for Opportunistic Optimal Liquidation, Outperforms TWAP and a Book-Liquidity VWAP on BTC-USD Replays
by: Duflot, Enzo, et al.
Published: (2025)
by: Duflot, Enzo, et al.
Published: (2025)
Blending Ensemble for Classification with Genetic-algorithm generated Alpha factors and Sentiments (GAS)
by: Yang, Quechen
Published: (2024)
by: Yang, Quechen
Published: (2024)
Regime-Based Portfolio Allocation Using Hidden Markov Models and Reinforcement Learning
by: Verma, Ajay Kumar, et al.
Published: (2026)
by: Verma, Ajay Kumar, et al.
Published: (2026)
A Risk-Neutral Neural Operator for Arbitrage-Free SPX-VIX Term Structures
by: Zhang, Jian'an
Published: (2025)
by: Zhang, Jian'an
Published: (2025)
Deep Learning Forecasting of the U.S. Aggregate Bond Index
by: Verma, Ajay Kumar, et al.
Published: (2026)
by: Verma, Ajay Kumar, et al.
Published: (2026)
FANAL -- Financial Activity News Alerting Language Modeling Framework
by: Patel, Urjitkumar, et al.
Published: (2024)
by: Patel, Urjitkumar, et al.
Published: (2024)
The Extremity Premium: Sentiment Regimes and Adverse Selection in Cryptocurrency Markets
by: Farzulla, Murad
Published: (2026)
by: Farzulla, Murad
Published: (2026)
Conformal Path Reasoning: Trustworthy Knowledge Graph Question Answering via Path-Level Calibration
by: Lin, Shuhang, et al.
Published: (2026)
by: Lin, Shuhang, et al.
Published: (2026)
Similar Items
-
MarketSenseAI 2.0: Enhancing Stock Analysis through LLM Agents
by: Fatouros, George, et al.
Published: (2025) -
Do Word Embeddings Really Understand Loughran-McDonald's Polarities?
by: Li, Mengda, et al.
Published: (2021) -
AI in Investment Analysis: LLMs for Equity Stock Ratings
by: Papasotiriou, Kassiani, et al.
Published: (2024) -
Law-Strength Frontiers and a No-Free-Lunch Result for Law-Seeking Reinforcement Learning on Volatility Law Manifolds
by: Zhang, Jian'an
Published: (2025) -
Advanced Stock Market Prediction Using Long Short-Term Memory Networks: A Comprehensive Deep Learning Framework
by: Chaudhary, Rajneesh
Published: (2025)