:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Ding, Qianggang, Shi, Haochen, Guo, Jiadong, Liu, Bang
Format:	Preprint
Published:	2024
Subjects:	Artificial Intelligence Statistical Finance
Online Access:	https://arxiv.org/abs/2411.00782
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

MatExpert: Decomposing Materials Discovery by Mimicking Human Experts
by: Ding, Qianggang, et al.
Published: (2024)

PredictionMarketBench: A SWE-bench-Style Framework for Backtesting Trading Agents on Prediction Markets
by: Arora, Avi, et al.
Published: (2026)

RealFin: How Well Do LLMs Reason About Finance When Users Leave Things Unsaid?
by: Dai, Yuyang, et al.
Published: (2026)

Large Investment Model
by: Guo, Jian, et al.
Published: (2024)

QuantaAlpha: An Evolutionary Framework for LLM-Driven Alpha Mining
by: Han, Jun, et al.
Published: (2026)

A Framework for Predictive Directional Trading Based on Volatility and Causal Inference
by: Letteri, Ivan
Published: (2025)

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

Utilizing RNN for Real-time Cryptocurrency Price Prediction and Trading Strategy Optimization
by: Tumpa, Shamima Nasrin, et al.
Published: (2024)

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

The LLM Pro Finance Suite: Multilingual Large Language Models for Financial Applications
by: Caillaut, Gaëtan, et al.
Published: (2025)

From Deep Learning to LLMs: A survey of AI in Quantitative Investment
by: Cao, Bokai, et al.
Published: (2025)

Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling
by: Zeng, Liang, et al.
Published: (2021)

Comparing LLMs for Sentiment Analysis in Financial Market News
by: Teles, Lucas Eduardo Pereira, et al.
Published: (2025)

TRACE: Temporal Rule-Anchored Chain-of-Evidence on Knowledge Graphs for Interpretable Stock Movement Prediction
by: Ding, Qianggang, et al.
Published: (2026)

An Interval Type-2 Version of Bayes Theorem Derived from Interval Probability Range Estimates Provided by Subject Matter Experts
by: Rickard, John T., et al.
Published: (2025)

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)

Mamba Outpaces Reformer in Stock Prediction with Sentiments from Top Ten LLMs
by: Kadiyala, Lokesh Antony, et al.
Published: (2025)

DELPHYNE: A Pre-Trained Model for General and Financial Time Series
by: Ding, Xueying, et al.
Published: (2025)

Adaptive Market Intelligence: A Mixture of Experts Framework for Volatility-Sensitive Stock Forecasting
by: Vallarino, Diego
Published: (2025)

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

Advance Detection Of Bull And Bear Phases In Cryptocurrency Markets
by: Arulkumaran, Rahul, et al.
Published: (2024)

RAG-IT: Retrieval-Augmented Instruction Tuning for Automated Financial Analysis -- A Case Study for the Semiconductor Sector
by: To, Hai-Thien, et al.
Published: (2024)

Towards Competent AI for Fundamental Analysis in Finance: A Benchmark Dataset and Evaluation
by: Wu, Zonghan, et al.
Published: (2025)

Statistical Arbitrage in Polish Equities Market Using Deep Learning Techniques
by: Adamczyk, Marek, et al.
Published: (2025)

Reduced-order autoregressive dynamics of a complex financial system: a PCA-based approach
by: Khalilian, Pouriya, et al.
Published: (2022)

AlphaAgents: Large Language Model based Multi-Agents for Equity Portfolio Constructions
by: Zhao, Tianjiao, et al.
Published: (2025)

DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation
by: Gao, Yuan, et al.
Published: (2024)

Kronos: A Foundation Model for the Language of Financial Markets
by: Shi, Yu, et al.
Published: (2025)

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

Predicting Customer Goals in Financial Institution Services: A Data-Driven LSTM Approach
by: Estornell, Andrew, et al.
Published: (2024)

Do LLM Personas Dream of Bull Markets? Comparing Human and AI Investment Strategies Through the Lens of the Five-Factor Model
by: Borman, Harris, et al.
Published: (2024)

Reasoning on Time-Series for Financial Technical Analysis
by: Koa, Kelvin J. L., et al.
Published: (2025)

Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market
by: Yi, Mingxuan, et al.
Published: (2026)

Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models
by: Pokou, Fredy, et al.
Published: (2025)

The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets
by: O'Connor, Ciaran, et al.
Published: (2025)

A Stock Price Prediction Approach Based on Time Series Decomposition and Multi-Scale CNN using OHLCT Images
by: Pei, Zhiyuan, et al.
Published: (2024)

Generalization and Scaling Laws for Mixture-of-Experts Transformers
by: Mayaki, Mansour Zoubeirou a
Published: (2026)

Agent Trading Arena: A Study on Numerical Understanding in LLM-Based Agents
by: Ma, Tianmi, et al.
Published: (2025)

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

Generative AI for Analysts
by: Xue, Jian, et al.
Published: (2025)