Image de couverture de livre

Financial Statement Analysis with Large Language Models

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Kim, Alex, Muhn, Maximilian, Nikolaev, Valeri
Format:	Preprint
Publié:	2024
Sujets:	Statistical Finance Artificial Intelligence Computation and Language General Finance Portfolio Management
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity
par: Deng, Qi, et autres
Publié: (2023)

Causality between investor sentiment and the shares return on the Moroccan and Tunisian financial markets
par: Mounira, Chniguir, et autres
Publié: (2023)

Cross-Stock Predictability via LLM-Augmented Semantic Networks
par: Huang, Yikuan, et autres
Publié: (2026)

High-Dimensional Mean-Variance Spanning Tests
par: Ardia, David, et autres
Publié: (2024)

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

Can Large Language Models Improve Venture Capital Exit Timing After IPO?
par: Rashidi, Mohammadhossien
Publié: (2025)

Market-Based "Actual" Returns of Investors
par: Olkhov, Victor
Publié: (2023)

Markowitz Variance May Vastly Undervalue or Overestimate Portfolio Variance and Risks
par: Olkhov, Victor
Publié: (2025)

Unwitting Markowitz' Simplification of Portfolio Random Returns
par: Olkhov, Victor
Publié: (2025)

Market-Based Variance of Market Portfolio and of Entire Market
par: Olkhov, Victor
Publié: (2025)

Great year, bad Sharpe? A note on the joint distribution of performance and risk-adjusted return
par: Smerlak, Matteo
Publié: (2023)

Dynamic Factor Allocation Leveraging Regime-Switching Signals
par: Shu, Yizhan, et autres
Publié: (2024)

Financial Bond Similarity Search Using Representation Learning
par: Haeri, Amin, et autres
Publié: (2026)

Bloated Disclosures: Can ChatGPT Help Investors Process Information?
par: Kim, Alex, et autres
Publié: (2023)

Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization
par: Hwang, Yoontae, et autres
Publié: (2025)

New approximate stochastic dominance approaches for Enhanced Indexation models
par: Cesarone, Francesco, et autres
Publié: (2024)

Financial Performance and Economic Implications of COFCO's Strategic Acquisition of Mengniu
par: Ji, Jessica, et autres
Publié: (2024)

Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics
par: Lesniewski, Andrew, et autres
Publié: (2024)

Aligning Language Models with Investor and Market Behavior for Financial Recommendations
par: Spadea, Fernando, et autres
Publié: (2025)

Portfolio Analysis in High Dimensions with TE and Weight Constraints
par: Caner, Mehmet, et autres
Publié: (2024)

Systematic Comparable Company Analysis and Computation of Cost of Equity using Clustering
par: Perves, Mohammed
Publié: (2024)

PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning
par: Zhao, Siqiao, et autres
Publié: (2024)

Liquidity Adjustment in Multivariate Volatility Modeling: Evidence from Portfolios of Cryptocurrencies and US Stocks
par: Deng, Qi
Publié: (2024)

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

Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach
par: Shu, Yizhan, et autres
Publié: (2024)

Artificial Intelligence-based Analysis of Change in Public Finance between US and International Markets
par: Panda, Kapil
Publié: (2023)

Sparse spanning portfolios and under-diversification with second-order stochastic dominance
par: Arvanitis, Stelios, et autres
Publié: (2024)

Transformer for Times Series: an Application to the S&P500
par: Brugiere, Pierre, et autres
Publié: (2024)

Designing Agentic AI-Based Screening for Portfolio Investment
par: Caner, Mehmet, et autres
Publié: (2026)

Longitudinal market structure detection using a dynamic modularity-spectral algorithm
par: Wirth, Philipp, et autres
Publié: (2024)

Navigating Uncertainty in ESG Investing
par: Zhang, Jiayue, et autres
Publié: (2023)

An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition
par: de Vilmarest, Joseph, et autres
Publié: (2023)

Portfolio diversification with varying investor abilities
par: James, Nick, et autres
Publié: (2023)

Generative AI for Stock Selection
par: Rasekhschaffe, Keywan Christian
Publié: (2026)

From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions
par: Lin, Yun, et autres
Publié: (2025)

An Analytical Approach to (Meta)Relational Models Theory, and its Application to Triple Bottom Line (Profit, People, Planet) -- Towards Social Relations Portfolio Management
par: Farzinnia, Arsham, et autres
Publié: (2024)

A Geometric Approach To Asset Allocation With Investor Views
par: Antonov, Alexandre V., et autres
Publié: (2024)

The Elasticity of Quantitative Investment
par: Davis, Carter
Publié: (2023)

Evaluating Investment Risks in LATAM AI Startups: Ranking of Investment Potential and Framework for Valuation
par: Ramos-Torres, Abraham, et autres
Publié: (2024)

Can a GPT4-Powered AI Agent Be a Good Enough Performance Attribution Analyst?
par: de Melo, Bruno, et autres
Publié: (2024)