Unveiling the Potential of Sentiment: Can Large Language Models Predict Chinese Stock Price Movements?
“However, the performance of LLMs in this task varies substantially due to their inherent characteristics.”
AssetEquities
StrategyNews sentiment
TechniqueLarge language model
GeographyChina
Also stated: Intraday, 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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