FALCON: Feedback-driven Adaptive Long/short-term memory reinforced Coding Optimization system
A 2025 paper by Li and co-authors on news sentiment and text signals, using a large language model: the abstract does not mention a benchmark, an out-of-sample test, transaction costs, multiple testing or the size of the universe.
“Extensive experiments demonstrate that our technique achieves state-of-the-art performance, leading other reinforcement learning methods by more than 4.5 percentage points on the MBPP benchmark and 6.1 percentage points on the Humaneval benchmark.”
StrategyNews sentiment
TechniqueLarge language modelreinforcement learning
GeographyGlobal
Long/shortLong-short
Also stated: 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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