FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model
“To serve the user experience, we aim to build an automatic system, FinReport, for ordinary investors to collect information, analyze it, and generate reports after summarizing.”
AssetEquities
StrategyNews sentimentmachine learning
TechniqueLarge language modellinear factor model
InputsFundamentalstext and news
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
Institutional-grade audit of this strategy.
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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
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
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