Integrating Stock Features and Global Information via Large Language Models for Enhanced Stock Return Prediction
“Traders can effectively leverage these LLMs to analyze financial news and predict stock returns accurately.”
AssetEquities
StrategyNews sentimentmachine learning
TechniqueLarge language modelreinforcement learning
GeographyGlobalChina
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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