Distilling Analysis from Generative Models for Investment Decisions

Fuente: arXiv
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Main Authors: Chen, Chung-Chi, Takamura, Hiroya, Kobayashi, Ichiro, Miyao, Yusuke
Format: Preprint
Published: 2024
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author Chen, Chung-Chi
Takamura, Hiroya
Kobayashi, Ichiro
Miyao, Yusuke
author_facet Chen, Chung-Chi
Takamura, Hiroya
Kobayashi, Ichiro
Miyao, Yusuke
contents Professionals' decisions are the focus of every field. For example, politicians' decisions will influence the future of the country, and stock analysts' decisions will impact the market. Recognizing the influential role of professionals' perspectives, inclinations, and actions in shaping decision-making processes and future trends across multiple fields, we propose three tasks for modeling these decisions in the financial market. To facilitate this, we introduce a novel dataset, A3, designed to simulate professionals' decision-making processes. While we find current models present challenges in forecasting professionals' behaviors, particularly in making trading decisions, the proposed Chain-of-Decision approach demonstrates promising improvements. It integrates an opinion-generator-in-the-loop to provide subjective analysis based on each news item, further enhancing the proposed tasks' performance.
format Preprint
id arxiv_https___arxiv_org_abs_2410_07225
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Distilling Analysis from Generative Models for Investment Decisions
Chen, Chung-Chi
Takamura, Hiroya
Kobayashi, Ichiro
Miyao, Yusuke
Statistical Finance
Computation and Language
Machine Learning
Professionals' decisions are the focus of every field. For example, politicians' decisions will influence the future of the country, and stock analysts' decisions will impact the market. Recognizing the influential role of professionals' perspectives, inclinations, and actions in shaping decision-making processes and future trends across multiple fields, we propose three tasks for modeling these decisions in the financial market. To facilitate this, we introduce a novel dataset, A3, designed to simulate professionals' decision-making processes. While we find current models present challenges in forecasting professionals' behaviors, particularly in making trading decisions, the proposed Chain-of-Decision approach demonstrates promising improvements. It integrates an opinion-generator-in-the-loop to provide subjective analysis based on each news item, further enhancing the proposed tasks' performance.
title Distilling Analysis from Generative Models for Investment Decisions
topic Statistical Finance
Computation and Language
Machine Learning
url https://arxiv.org/abs/2410.07225