DatedGPT: Preventing Lookahead Bias in Large Language Models with Time-Aware Pretraining
“The models are competitive with open models of similar scale, and perplexity-based probing confirms that each model's knowledge is bounded by its cutoff year.”
AssetEquities
StrategyNews sentimentmachine learning
TechniqueLarge language model
FrequencyAnnual
Also stated: 2013–2024, Sharpe ratio, Text and news
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodNews sentiment and text signals by year
FamilyNews sentiment and text signals148Momentum and trend following289Factor investing240Machine learning return prediction15318 more · 854
AssetEquities97
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