Image de couverture de livre

ECC Analyzer: Extract Trading Signal from Earnings Conference Calls using Large Language Model for Stock Performance Prediction

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Cao, Yupeng, Chen, Zhi, Pei, Qingyun, Lee, Nathan Jinseok, Subbalakshmi, K. P., Ndiaye, Papa Momar
Format:	Preprint
Publié:	2024
Sujets:	Computational Engineering, Finance, and Science Artificial Intelligence Computation and Language Risk Management Trading and Market Microstructure
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Liquidity Jump, Liquidity Diffusion, and Crypto Wash Trading
par: Deng, Qi, et autres
Publié: (2024)

Institutional Backing and Crypto Volatility: A Hybrid Framework for DeFi Stabilization
par: Sovbetov, Ihlas
Publié: (2025)

Forecasting Liquidity Withdraw with Machine Learning Models
par: Haochuan, et autres
Publié: (2025)

Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns
par: Gharanchaei, Maysam Khodayari, et autres
Publié: (2024)

Deepening the Secondary Market: Integrating Trade Credit into Market Clearing with the Cycles Protocol
par: Fleischman, Tomaž, et autres
Publié: (2026)

A Random Forest approach to detect and identify Unlawful Insider Trading
par: Neupane, Krishna, et autres
Publié: (2024)

Market Making in Spot Precious Metals
par: Barzykin, Alexander, et autres
Publié: (2024)

Resolution-Aware Perpetual Futures on Binary Prediction Markets: An Empirical Risk-Design Framework Using Polymarket Data
par: Nechepurenko, Maksym
Publié: (2026)

Liquidity-adjusted Return and Volatility, and Autoregressive Models
par: Deng, Qi, et autres
Publié: (2025)

Risk-Based Auto-Deleveraging
par: Campbell, Steven, et autres
Publié: (2026)

High-Frequency Options Trading | With Portfolio Optimization
par: Bhatia, Sid
Publié: (2024)

Can Artificial Intelligence Trade the Stock Market?
par: Maskiewicz, Jędrzej, et autres
Publié: (2025)

BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks
par: Aparicio, Valentina, et autres
Publié: (2024)

Residual U-net with Self-Attention to Solve Multi-Agent Time-Consistent Optimal Trade Execution
par: Na, Andrew, et autres
Publié: (2023)

Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
par: Liu, Haojie, et autres
Publié: (2025)

Forecast-to-Fill: Benchmark-Neutral Alpha and Billion-Dollar Capacity in Gold Futures (2015-2025)
par: Singha, Mainak, et autres
Publié: (2025)

Supervised Similarity for High-Yield Corporate Bonds with Quantum Cognition Machine Learning
par: Rosaler, Joshua, et autres
Publié: (2025)

Fast Times, Slow Times: Timescale Separation in Financial Timeseries Data
par: Rosenzweig, Jan
Publié: (2026)

Empirical Analysis of the Model-Free Valuation Approach: Hedging Gaps, Conservatism, and Trading Opportunities
par: Chen, Zixing, et autres
Publié: (2025)

Reinforcement Learning for Trade Execution with Market and Limit Orders
par: Cheridito, Patrick, et autres
Publié: (2025)

ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism
par: Zhao, Li, et autres
Publié: (2025)

RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels
par: Kamat, Arati U.
Publié: (2026)

Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
par: Rahman, Abdul, et autres
Publié: (2024)

Structural Limits of OHLCV-Based Intraday Signals in MNQ Futures: A Systematic Falsification Study
par: Mesfin, Mathias
Publié: (2026)

Right Place, Right Time: Market Simulation-based RL for Execution Optimisation
par: Olby, Ollie, et autres
Publié: (2025)

FLUXLAYER: High-Performance Design for Cross-chain Fragmented Liquidity
par: Lao, Xin, et autres
Publié: (2025)

An Impulse Control Approach to Market Making in a Hawkes LOB Market
par: Jain, Konark, et autres
Publié: (2025)

Correlation emergence in two coupled simulated limit order books
par: Bauer, Dominic, et autres
Publié: (2024)

High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach
par: Gao, Kang, et autres
Publié: (2022)

Second Thoughts: How 1-second subslots transform CEX-DEX Arbitrage on Ethereum
par: Adadurov, Aleksei, et autres
Publié: (2026)

Automated Market Making: the case of Pegged Assets
par: Bergault, Philippe, et autres
Publié: (2024)

Generalized Mean Absolute Directional Loss as a Solution to Overfitting and High Transaction Costs in Machine Learning Models Used in High-Frequency Algorithmic Investment Strategies
par: Michańków, Jakub, et autres
Publié: (2024)

Simulating and analyzing a sparse order book: an application to intraday electricity markets
par: Bergault, Philippe, et autres
Publié: (2024)

Forecasting Equity Correlations with Hybrid Transformer Graph Neural Network
par: Fanshawe, Jack, et autres
Publié: (2026)

Is an investor stolen their profits by mimic investors? Investigated by an agent-based model
par: Mizuta, Takanobu, et autres
Publié: (2026)

Limit Order Book Simulations: A Review
par: Jain, Konark, et autres
Publié: (2024)

Generation of synthetic financial time series by diffusion models
par: Takahashi, Tomonori, et autres
Publié: (2024)

Concentrated Liquidity with Leverage
par: Elsts, Atis, et autres
Publié: (2024)

A Practical Machine Learning Approach for Dynamic Stock Recommendation
par: Yang, Hongyang, et autres
Publié: (2025)

Optimal Quoting under Adverse Selection and Price Reading
par: Barzykin, Alexander, et autres
Publié: (2025)