A Test of Lookahead Bias in LLM Forecasts
Fuente:
arXiv
Guardado en:
| Autores principales: | Gao, Zhenyu, Jiang, Wenxi, Yan, Yutong |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Debiasing LLMs by Fine-tuning
por: Gao, Zhenyu, et al.
Publicado: (2026)
por: Gao, Zhenyu, et al.
Publicado: (2026)
Quantitative Trading using Deep Q Learning
por: Sarkar, Soumyadip
Publicado: (2023)
por: Sarkar, Soumyadip
Publicado: (2023)
Riding Wavelets: A Method to Discover New Classes of Price Jumps
por: Aubrun, Cecilia, et al.
Publicado: (2024)
por: Aubrun, Cecilia, et al.
Publicado: (2024)
Chronologically Consistent Large Language Models
por: He, Songrun, et al.
Publicado: (2025)
por: He, Songrun, et al.
Publicado: (2025)
Multivariate Quadratic Hawkes Processes -- Part II: Non-Parametric Empirical Calibration
por: Aubrun, Cecilia, et al.
Publicado: (2025)
por: Aubrun, Cecilia, et al.
Publicado: (2025)
Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
por: Nechepurenko, Maksym
Publicado: (2026)
por: Nechepurenko, Maksym
Publicado: (2026)
Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions
por: Ardia, David, et al.
Publicado: (2024)
por: Ardia, David, et al.
Publicado: (2024)
Volatility-based strategy on Chinese equity index ETF options
por: Yifeng, Peng
Publicado: (2024)
por: Yifeng, Peng
Publicado: (2024)
Equilibrium Liquidity and Risk Offsetting in Decentralised Markets
por: Drissi, Fayçal, et al.
Publicado: (2025)
por: Drissi, Fayçal, et al.
Publicado: (2025)
How low-cost AI universal approximators reshape market efficiency
por: Barucca, Paolo, et al.
Publicado: (2025)
por: Barucca, Paolo, et al.
Publicado: (2025)
BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks
por: Aparicio, Valentina, et al.
Publicado: (2024)
por: Aparicio, Valentina, et al.
Publicado: (2024)
From Hypotheses to Factors: Constrained LLM Agents in Cryptocurrency Markets
por: Huang, Yikuan, et al.
Publicado: (2026)
por: Huang, Yikuan, et al.
Publicado: (2026)
Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations
por: Lopez-Lira, Alejandro
Publicado: (2025)
por: Lopez-Lira, Alejandro
Publicado: (2025)
Algometrics: Forecasting Under Algorithmic Feedback
por: Schmitt, Marc
Publicado: (2026)
por: Schmitt, Marc
Publicado: (2026)
Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets
por: Lu, Yutong, et al.
Publicado: (2022)
por: Lu, Yutong, et al.
Publicado: (2022)
Deep reinforcement learning for optimal trading with partial information
por: Macrì, Andrea, et al.
Publicado: (2025)
por: Macrì, Andrea, et al.
Publicado: (2025)
Alternative Loss Function in Evaluation of Transformer Models
por: Michańków, Jakub, et al.
Publicado: (2025)
por: Michańków, Jakub, et al.
Publicado: (2025)
Benchmarking Classical and Quantum Models for DeFi Yield Prediction on Curve Finance
por: Chen, Chi-Sheng, et al.
Publicado: (2025)
por: Chen, Chi-Sheng, et al.
Publicado: (2025)
Can Artificial Intelligence Trade the Stock Market?
por: Maskiewicz, Jędrzej, et al.
Publicado: (2025)
por: Maskiewicz, Jędrzej, et al.
Publicado: (2025)
Joint Bidding on Intraday and Frequency Containment Reserve Markets
por: Zhang, Yiming, et al.
Publicado: (2025)
por: Zhang, Yiming, et al.
Publicado: (2025)
Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic
por: Monaco, Vito Alessandro, et al.
Publicado: (2024)
por: Monaco, Vito Alessandro, et al.
Publicado: (2024)
High resolution microprice estimates from limit orderbook data using hyperdimensional vector Tsetlin Machines
por: Blakely, Christian D.
Publicado: (2024)
por: Blakely, Christian D.
Publicado: (2024)
FinRL-X: An AI-Native Modular Infrastructure for Quantitative Trading
por: Yang, Hongyang, et al.
Publicado: (2026)
por: Yang, Hongyang, et al.
Publicado: (2026)
Quantile Regression using Random Forest Proximities
por: Li, Mingshu, et al.
Publicado: (2024)
por: Li, Mingshu, et al.
Publicado: (2024)
Price predictability in limit order book with deep learning model
por: Lee, Kyungsub
Publicado: (2024)
por: Lee, Kyungsub
Publicado: (2024)
Deviations from the Nash equilibrium in a two-player optimal execution game with reinforcement learning
por: Lillo, Fabrizio, et al.
Publicado: (2024)
por: Lillo, Fabrizio, et al.
Publicado: (2024)
Electricity Spot Prices Forecasting Using Stochastic Volatility Models
por: Batyrov, Andrei Renatovich
Publicado: (2024)
por: Batyrov, Andrei Renatovich
Publicado: (2024)
Forecasting Equity Correlations with Hybrid Transformer Graph Neural Network
por: Fanshawe, Jack, et al.
Publicado: (2026)
por: Fanshawe, Jack, et al.
Publicado: (2026)
A Taxonomy of Event-Linked Perpetual Futures: Variant Designs Beyond the Single-Market Binary Case
por: Nechepurenko, Maksym
Publicado: (2026)
por: Nechepurenko, Maksym
Publicado: (2026)
The Value of Information: A Puzzle
por: Kadan, Ohad, et al.
Publicado: (2026)
por: Kadan, Ohad, et al.
Publicado: (2026)
Information Leakages in the Green Bond Market
por: Shannon, Darren, et al.
Publicado: (2025)
por: Shannon, Darren, et al.
Publicado: (2025)
Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns
por: Chen, Zefeng, et al.
Publicado: (2026)
por: Chen, Zefeng, et al.
Publicado: (2026)
Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets
por: Nechepurenko, Maksym
Publicado: (2026)
por: Nechepurenko, Maksym
Publicado: (2026)
Resolution-Aware Perpetual Futures on Binary Prediction Markets: An Empirical Risk-Design Framework Using Polymarket Data
por: Nechepurenko, Maksym
Publicado: (2026)
por: Nechepurenko, Maksym
Publicado: (2026)
Deepening the Secondary Market: Integrating Trade Credit into Market Clearing with the Cycles Protocol
por: Fleischman, Tomaž, et al.
Publicado: (2026)
por: Fleischman, Tomaž, et al.
Publicado: (2026)
ForesightFlow: An Information Leakage Score Framework for Prediction Markets
por: Nechepurenko, Maksym
Publicado: (2026)
por: Nechepurenko, Maksym
Publicado: (2026)
Heterogeneous Beliefs Model of Stock Market Predictability
por: Park, Jiho
Publicado: (2024)
por: Park, Jiho
Publicado: (2024)
Forecasting S&P 500 Using LSTM Models
por: Pilla, Prashant, et al.
Publicado: (2025)
por: Pilla, Prashant, et al.
Publicado: (2025)
Manipulation, Insider Information, and Regulation in Leveraged Event-Linked Markets
por: Nechepurenko, Maksym
Publicado: (2026)
por: Nechepurenko, Maksym
Publicado: (2026)
The Viability of Blockchain Markets under Discrete Clearing and Paid Priority
por: Capponi, Agostino, et al.
Publicado: (2026)
por: Capponi, Agostino, et al.
Publicado: (2026)
Ejemplares similares
-
Debiasing LLMs by Fine-tuning
por: Gao, Zhenyu, et al.
Publicado: (2026) -
Quantitative Trading using Deep Q Learning
por: Sarkar, Soumyadip
Publicado: (2023) -
Riding Wavelets: A Method to Discover New Classes of Price Jumps
por: Aubrun, Cecilia, et al.
Publicado: (2024) -
Chronologically Consistent Large Language Models
por: He, Songrun, et al.
Publicado: (2025) -
Multivariate Quadratic Hawkes Processes -- Part II: Non-Parametric Empirical Calibration
por: Aubrun, Cecilia, et al.
Publicado: (2025)