Image de couverture de livre

Towards Competent AI for Fundamental Analysis in Finance: A Benchmark Dataset and Evaluation

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Wu, Zonghan, Zou, Congyuan, Wang, Junlin, Wang, Chenhan, Yang, Hangjing, Shao, Yilei
Format:	Preprint
Publié:	2025
Sujets:	Statistical Finance Artificial Intelligence
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

RealFin: How Well Do LLMs Reason About Finance When Users Leave Things Unsaid?
par: Dai, Yuyang, et autres
Publié: (2026)

The LLM Pro Finance Suite: Multilingual Large Language Models for Financial Applications
par: Caillaut, Gaëtan, et autres
Publié: (2025)

Leveraging Fundamental Analysis for Stock Trend Prediction for Profit
par: Phan, John, et autres
Publié: (2024)

Generative AI for Analysts
par: Xue, Jian, et autres
Publié: (2025)

QuantaAlpha: An Evolutionary Framework for LLM-Driven Alpha Mining
par: Han, Jun, et autres
Publié: (2026)

RAG-IT: Retrieval-Augmented Instruction Tuning for Automated Financial Analysis -- A Case Study for the Semiconductor Sector
par: To, Hai-Thien, et autres
Publié: (2024)

Institutional Differences, Crisis Shocks, and Volatility Structure: A By-Window EGARCH/TGARCH Analysis of ASEAN Stock Markets
par: Yang, Junlin
Publié: (2025)

From Deep Learning to LLMs: A survey of AI in Quantitative Investment
par: Cao, Bokai, et autres
Publié: (2025)

Can ChatGPT Overcome Behavioral Biases in the Financial Sector? Classify-and-Rethink: Multi-Step Zero-Shot Reasoning in the Gold Investment
par: Liu, Shuoling, et autres
Publié: (2024)

Ploutos: Towards interpretable stock movement prediction with financial large language model
par: Tong, Hanshuang, et autres
Publié: (2024)

Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models
par: Pokou, Fredy, et autres
Publié: (2025)

Reasoning on Time-Series for Financial Technical Analysis
par: Koa, Kelvin J. L., et autres
Publié: (2025)

Large Investment Model
par: Guo, Jian, et autres
Publié: (2024)

CaT-GNN: Enhancing Credit Card Fraud Detection via Causal Temporal Graph Neural Networks
par: Duan, Yifan, et autres
Publié: (2024)

CTBench: Cryptocurrency Time Series Generation Benchmark
par: Ang, Yihao, et autres
Publié: (2025)

Benchmarking Pre-Trained Time Series Models for Electricity Price Forecasting
par: Sartipi, Timothée Hornek Amir, et autres
Publié: (2025)

PredictionMarketBench: A SWE-bench-Style Framework for Backtesting Trading Agents on Prediction Markets
par: Arora, Avi, et autres
Publié: (2026)

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

Impact of LLMs news Sentiment Analysis on Stock Price Movement Prediction
par: Siala, Walid, et autres
Publié: (2026)

DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation
par: Gao, Yuan, et autres
Publié: (2024)

Multi-period Learning for Financial Time Series Forecasting
par: Zhang, Xu, et autres
Publié: (2025)

Bitcoin Price Prediction using Machine Learning and Combinatorial Fusion Analysis
par: Wu, Yuanhong, et autres
Publié: (2026)

Statistical Arbitrage in Polish Equities Market Using Deep Learning Techniques
par: Adamczyk, Marek, et autres
Publié: (2025)

Reduced-order autoregressive dynamics of a complex financial system: a PCA-based approach
par: Khalilian, Pouriya, et autres
Publié: (2022)

Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps?
par: Lefort, Baptiste, et autres
Publié: (2024)

Advance Detection Of Bull And Bear Phases In Cryptocurrency Markets
par: Arulkumaran, Rahul, et autres
Publié: (2024)

TradExpert: Revolutionizing Trading with Mixture of Expert LLMs
par: Ding, Qianggang, et autres
Publié: (2024)

AlphaAgents: Large Language Model based Multi-Agents for Equity Portfolio Constructions
par: Zhao, Tianjiao, et autres
Publié: (2025)

The Role of AI in Financial Forecasting: ChatGPT's Potential and Challenges
par: Bi, Shuochen, et autres
Publié: (2024)

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction
par: Duan, Yitong, et autres
Publié: (2025)

Explainable-AI powered stock price prediction using time series transformers: A Case Study on BIST100
par: Calik, Sukru Selim, et autres
Publié: (2025)

Enhancing Profitability and Investor Confidence through Interpretable AI Models for Investment Decisions
par: Arshad, Sahar, et autres
Publié: (2023)

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

Momentum-integrated Multi-task Stock Recommendation with Converge-based Optimization
par: Wang, Hao, et autres
Publié: (2025)

Comparing LLMs for Sentiment Analysis in Financial Market News
par: Teles, Lucas Eduardo Pereira, et autres
Publié: (2025)

A Stock Price Prediction Approach Based on Time Series Decomposition and Multi-Scale CNN using OHLCT Images
par: Pei, Zhiyuan, et autres
Publié: (2024)

Stock Market Prediction Using Node Transformer Architecture Integrated with BERT Sentiment Analysis
par: Ridhawi, Mohammad Al, et autres
Publié: (2026)

The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets
par: O'Connor, Ciaran, et autres
Publié: (2025)

StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction
par: Wang, Shengkun, et autres
Publié: (2024)

Predicting Customer Goals in Financial Institution Services: A Data-Driven LSTM Approach
par: Estornell, Andrew, et autres
Publié: (2024)