Cross-Stock Predictability via LLM-Augmented Semantic Networks
“These results suggest that LLM-based reasoning can improve the economic fidelity of text-derived financial networks and strengthen cross-stock predictability.”
AssetEquitiesindices, single stocks
StrategyMachine learningnews sentiment
TechniqueLarge language model
GeographyUS
Also stated: 2011–2019, Sharpe ratio, Drawdown, Long-short, Text and news, benchmark
Missing from abstract: out-of-sample test, costs, multiple testing, universe
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