Cover Image

The Memorization Problem: Can We Trust LLMs' Economic Forecasts?

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Lopez-Lira, Alejandro, Tang, Yuehua, Zhu, Mingyin
Format:	Preprint
Published:	2025
Subjects:	General Finance Statistical Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

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

Budget Forecasting and Integrated Strategic Planning for Leaders
by: Salehi, Matt
Published: (2025)

Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts
by: Olkhov, Victor
Published: (2024)

Exploring the Interpretability of Forecasting Models for Energy Balancing Market
by: Våle, Oskar, et al.
Published: (2026)

Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations
by: Lopez-Lira, Alejandro
Published: (2025)

A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments
by: Saidd, Nabeel Ahmad
Published: (2026)

Behavioral Machine Learning? Regularization and Forecast Bias
by: Frank, Murray Z., et al.
Published: (2023)

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

Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
by: Yang, Yan-Hong, et al.
Published: (2023)

CBDC Stress Test in a Dual-Currency Setting
by: Dumitrescu, Catalin
Published: (2025)

Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
by: Kikuchi, Tatsuru
Published: (2024)

Liquidity Jump, Liquidity Diffusion, and Treatment on Wash Trading of Crypto Assets
by: Deng, Qi, et al.
Published: (2024)

Do t-Statistic Hurdles Need to be Raised?
by: Chen, Andrew Y.
Published: (2022)

Does it take two to tango: Interaction between Credit Default Swaps and National Stock Indices
by: Sovbetov, Yhlas, et al.
Published: (2025)

HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect
by: Zhang, Weikang, et al.
Published: (2025)

Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
by: Hirayama, Kenichi, et al.
Published: (2019)

On the Convergence of Credit Risk in Current Consumer Automobile Loans
by: Lautier, Jackson P., et al.
Published: (2022)

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

Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions
by: Aufiero, Sabrina, et al.
Published: (2025)

The Endogenous Constraint: Hysteresis, Stagflation, and the Structural Inhibition of Monetary Velocity in the Bitcoin Network (2016-2025)
by: Soleimani, Hamoon
Published: (2025)

Causality between investor sentiment and the shares return on the Moroccan and Tunisian financial markets
by: Mounira, Chniguir, et al.
Published: (2023)

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

Arbitrage impact on the relationship between XRP price and correlation tensor spectra of transaction networks
by: Chakraborty, Abhijit, et al.
Published: (2024)

Conditionally Identifiable Latent Representation for Multivariate Time Series with Structural Dynamics
by: Chang, Minkey, et al.
Published: (2026)

High-Throughput Asset Pricing
by: Chen, Andrew Y., et al.
Published: (2023)

Cross-Stock Predictability via LLM-Augmented Semantic Networks
by: Huang, Yikuan, et al.
Published: (2026)

Theoretical Economics as Successive Approximations of Statistical Moments
by: Olkhov, Victor
Published: (2023)

ChatGPT as a Time Capsule: The Limits of Price Discovery
by: Lehner, Sebastian, et al.
Published: (2026)

First-passage horizons in horizontal visibility graphs: a rank-invariant estimator of path roughness for rough volatility models
by: Sikorski, Michał
Published: (2025)

Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks
by: Clegg, Lawrence, et al.
Published: (2023)

Financial Data Analysis with Robust Federated Logistic Regression
by: Yang, Kun, et al.
Published: (2025)

Financial fraud detection system based on improved random forest and gradient boosting machine (GBM)
by: Hu, Tianzuo
Published: (2025)

International Financial Markets Through 150 Years: Evaluating Stylized Facts
by: Safari, Sara A., et al.
Published: (2025)

High-Dimensional Mean-Variance Spanning Tests
by: Ardia, David, et al.
Published: (2024)

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

Unwitting Markowitz' Simplification of Portfolio Random Returns
by: Olkhov, Victor
Published: (2025)

Market-Based Variance of Market Portfolio and of Entire Market
by: Olkhov, Victor
Published: (2025)

Anti-correlation network among China A-shares
by: Liu, Peng
Published: (2024)

Market-Based "Actual" Returns of Investors
by: Olkhov, Victor
Published: (2023)

Market-Based Price Autocorrelation
by: Olkhov, Victor
Published: (2022)