Cover Image

Can ChatGPT Overcome Behavioral Biases in the Financial Sector? Classify-and-Rethink: Multi-Step Zero-Shot Reasoning in the Gold Investment

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Liu, Shuoling, Jia, Gaoguo, Jiang, Yuhang, Chen, Liyuan, Yang, Qiang
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance Artificial Intelligence
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

The Role of AI in Financial Forecasting: ChatGPT's Potential and Challenges
by: Bi, Shuochen, et al.
Published: (2024)

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

Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models
by: Lopez-Lira, Alejandro, et al.
Published: (2023)

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

ChatGPT and Corporate Policies
by: Jha, Manish, et al.
Published: (2024)

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

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)

Machine Learning Methods for Pricing Financial Derivatives
by: Fan, Lei, et al.
Published: (2024)

Financial Analysis: Intelligent Financial Data Analysis System Based on LLM-RAG
by: Wang, Jingru, et al.
Published: (2025)

The Elasticity of Quantitative Investment
by: Davis, Carter
Published: (2023)

A Modeling Approach of Return and Volatility of Structured Investment Products with Caps and Floors
by: He, Jiaer, et al.
Published: (2023)

Contagion on Financial Networks: An Introduction
by: Ugwu, Sunday Akukodi
Published: (2024)

On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market
by: Sen, Abhibasu, et al.
Published: (2019)

Beyond the Numbers: Causal Effects of Financial Report Sentiment on Bank Profitability
by: Neupane, Krishna, et al.
Published: (2026)

Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
by: He, Yifan, et al.
Published: (2025)

Modeling of Measurement Error in Financial Returns Data
by: Jasra, Ajay, et al.
Published: (2024)

From fair price to fair volatility: Towards an Efficiency-Consistent Definition of Financial Risk
by: Bianchi, Sergio, et al.
Published: (2025)

A Comparison between Financial and Gambling Markets
by: Liu, Haoyu, et al.
Published: (2024)

Classification of Extremal Dependence in Financial Markets via Bootstrap Inference
by: Hui, Qian, et al.
Published: (2025)

Some Statistical Problems with High Dimensional Financial data
by: Chakrabarti, Arnab, et al.
Published: (2018)

The Impact of Trump-Era Tariffs on Financial Market Efficiency
by: Takaishi, Tetsuya
Published: (2026)

Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
by: Grab, Colin D.
Published: (2024)

The Memorization Problem: Can We Trust LLMs' Economic Forecasts?
by: Lopez-Lira, Alejandro, et al.
Published: (2025)

Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades
by: Safari, Sara A., et al.
Published: (2025)

FNSPID: A Comprehensive Financial News Dataset in Time Series
by: Dong, Zihan, et al.
Published: (2024)

Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK
by: Varga, Katalin, et al.
Published: (2024)

A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks
by: Aouri, Atika, et al.
Published: (2025)

Alpha Mining and Enhancing via Warm Start Genetic Programming for Quantitative Investment
by: Ren, Weizhe, et al.
Published: (2024)

Aligning Language Models with Investor and Market Behavior for Financial Recommendations
by: Spadea, Fernando, et al.
Published: (2025)

Financial sentiment analysis using FinBERT with application in predicting stock movement
by: Jiang, Tingsong, et al.
Published: (2023)

Causal Discovery in Financial Markets: A Framework for Nonstationary Time-Series Data
by: Sadeghi, Agathe, et al.
Published: (2023)

Time-Series K-means in Causal Inference and Mechanism Clustering for Financial Data
by: Xiao, Minheng
Published: (2022)

Learning to Aggregate Zero-Shot LLM Agents for Corporate Disclosure Classification
by: Kirtac, Kemal
Published: (2026)

Phase Transitions in Financial Markets Using the Ising Model: A Statistical Mechanics Perspective
by: Giorgio, Bruno
Published: (2025)

Modeling a Financial System with Memory via Fractional Calculus and Fractional Brownian Motion
by: Geraghty, Patrick
Published: (2024)

Investigating Similarities Across Decentralized Financial (DeFi) Services
by: Luo, Junliang, et al.
Published: (2024)

The Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula Approach
by: Najafabadi, Amir T. Payandeh, et al.
Published: (2020)

Bloated Disclosures: Can ChatGPT Help Investors Process Information?
by: Kim, Alex, et al.
Published: (2023)

Assessment of ChatGPT for Engineering Statics Analysis
by: Hope, Benjamin, et al.
Published: (2025)

Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros
by: Blasques, Francisco, et al.
Published: (2018)