Imagen de Portada

A Review of Large Language Models for Stock Price Forecasting from a Hedge-Fund Perspective

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Zhang, Olivia, Zhang, Zhilin
Formato:	Preprint
Publicado:	2026
Materias:	Pricing of Securities Artificial Intelligence Machine Learning Statistical Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Stock Volume Forecasting with Advanced Information by Conditional Variational Auto-Encoder
por: Yang, Parley R, et al.
Publicado: (2024)

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

Trading Devil Final: Backdoor attack via Stock market and Bayesian Optimization
por: Mengara, Orson
Publicado: (2024)

Super-efficiency and Stock Market Valuation: Evidence from Listed Banks in China (2006 to 2023)
por: Liao, Yun
Publicado: (2024)

Interpretable Deep Learning for Stock Returns: A Consensus-Bottleneck Asset Pricing Model
por: Kim, Changeun, et al.
Publicado: (2025)

Anticipatory Reinforcement Learning: From Generative Path-Laws to Distributional Value Functions
por: Bloch, Daniel
Publicado: (2026)

Hedging and Pricing Structured Products Featuring Multiple Underlying Assets
por: Sharma, Anil, et al.
Publicado: (2024)

Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging
por: Bracha, Zofia, et al.
Publicado: (2025)

High-Dimensional Spatial Arbitrage Pricing Theory with Heterogeneous Interactions
por: Gao, Zhaoxing, et al.
Publicado: (2025)

On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices
por: Moriya, Koichiro, et al.
Publicado: (2023)

Dynamic Asset Pricing Theory for Life Contingent Risks
por: Ling, Patrick
Publicado: (2025)

Unveiling Nonlinear Dynamics in Catastrophe Bond Pricing: A Machine Learning Perspective
por: Chen, Xiaowei, et al.
Publicado: (2024)

Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis
por: Gnawali, Jagdish, et al.
Publicado: (2024)

Neural Network Learning of Black-Scholes Equation for Option Pricing
por: Santos, Daniel de Souza, et al.
Publicado: (2024)

Multiplicative Langevin Process for Volatilities Produces Observed Q-Variance Regularities
por: Press, William H., et al.
Publicado: (2026)

Re-evaluating Short- and Long-Term Trend Factors in CTA Replication: A Bayesian Graphical Approach
por: Benhamou, Eric, et al.
Publicado: (2025)

Neural Term Structure of Additive Process for Option Pricing
por: Lin, Jimin, et al.
Publicado: (2024)

Finite-Sample Properties of Model Specification Tests for Multivariate Dynamic Regression Models
por: Moriya, Koichiro, et al.
Publicado: (2026)

Re(Visiting) Time Series Foundation Models in Finance
por: Rahimikia, Eghbal, et al.
Publicado: (2025)

Deep Hedging Bermudan Swaptions
por: Oya, Kenjiro
Publicado: (2024)

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

Market-Based Price Autocorrelation
por: Olkhov, Victor
Publicado: (2022)

Option Pricing on Automated Market Maker Tokens
por: Maymin, Philip Z.
Publicado: (2026)

CATNet: A geometric deep learning approach for CAT bond spread prediction in the primary market
por: Domfeh, Dixon, et al.
Publicado: (2025)

Error Propagation in Dynamic Programming: From Stochastic Control to Option Pricing
por: Della Vecchia, Andrea, et al.
Publicado: (2025)

Transformer-based approach for Ethereum Price Prediction Using Crosscurrency correlation and Sentiment Analysis
por: Singh, Shubham, et al.
Publicado: (2024)

Wartime Controls, Political Connections, and the Pricing of Zaibatsu Rents in Japan, 1930-1943
por: Morimoto, Keiichi, et al.
Publicado: (2026)

Predicting Stock Price Movement as an Image Classification Problem
por: Steinbacher, Matej
Publicado: (2023)

Large Language Models and Futures Price Factors in China
por: Cheng, Yuhan, et al.
Publicado: (2025)

Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference
por: Rakshit, Agni, et al.
Publicado: (2024)

Analytic estimation of parameters of stochastic volatility diffusion models with exponential-affine characteristic function for currency option pricing
por: Łabędzki, Mikołaj
Publicado: (2025)

Electricity Price Forecasting in the Irish Balancing Market
por: O'Connor, Ciaran, et al.
Publicado: (2024)

Volatility Depends on Market Trades and Macro Theory
por: Olkhov, Victor
Publicado: (2020)

The credit spread curve. I: Fundamental concepts, fitting, par-adjusted spread, and expected return
por: Martin, Richard J.
Publicado: (2022)

Empirical Models of the Time Evolution of SPX Option Prices
por: Brini, Alessio, et al.
Publicado: (2025)

Dynamic Asset Pricing in a Unified Bachelier-Black-Scholes-Merton Model
por: Lindquist, W. Brent, et al.
Publicado: (2024)

Perpetual Futures Pricing
por: Ackerer, Damien, et al.
Publicado: (2023)

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach
por: Hou, Liang, et al.
Publicado: (2024)

Joint Pricing in SPX and VIX Derivative Markets with Composite Change of Time Models
por: Cheng, Liexin, et al.
Publicado: (2024)

Time Instability of the Fama-French Multifactor Models: An International Evidence
por: Moriya, Koichiro, et al.
Publicado: (2022)