CFOs Meet LLMsq-fin.CP
LLMs can predict CFO responses to economic surveys
problem Measuring business sentiment
method Prompting an LLM to role-play as a CFO
result LLM reproduces individual human responses
On-device research index
arXiv research
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
168,657 papers · 148 categories
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8 results for “CFO”
How Unlucky is 25-Sigma?q-fin.GN
One of the more memorable moments of last summer's credit crunch came when the CFO of Goldman Sachs, David Viniar, announced in August that Goldman's flagship GEO hedge fund had lost 27% of its value since the start of the year. As Mr. Viniar explained, "We were seeing things that were 25-standard deviation moves, seve…
Lie -groupoids are simplicial Banach manifolds that satisfy an analog of the Kan condition for simplicial sets. An explicit construction of Henriques produces certain Lie -groupoids called `Lie -groups' by integrating finite type Lie -algebras. In order to study the compatibility between this…
ChatGPT and Corporate Policiesq-fin.CP
ChatGPT scores corporate investment plans, predicting future spending and returns.
problem Measuring and predicting corporate investment plans.
method Created a firm-level ChatGPT investment score based on conference calls.
result The investment score predicts future capital expenditures and returns.
FinBERT model identifies key speakers in earnings calls, boosting stock returns.
problem Unequal impact of all speakers in earnings call transcripts on stock returns.
method Utilized FinBERT, a domain-specific transformer model, to parse transcripts and weight speakers' sentiment.
result FinBERT section-weighted sentiment generates significant long-short alpha of 2.03%.
Survey finds LLMs match human economic expectations closely.
problem Understanding human economic expectations and their deviations.
method Survey of LLM's expectations based on news articles.
result LLM's expectations closely match existing surveys and exhibit deviations.
Study introduces new financial ratios for better predicting company performance.
problem Lack of progress in predicting company performance and assessing financial risks.
method Developed new financial and macroeconomic ratios, supervised learning models, and Bayesian models.
result New proposed variables improve model accuracy and FNN performs best across multiple tasks.
Study derived Lie ∞-groupoids and algebroids in higher differential geometry.
problem Addressing problems in higher differential geometry using derived Lie ∞-groupoids and algebroids.
method Construct CFO structures, study L∞-algebroids, homotopical algebras, and homotopy-coherent representations.
result Construct Atiyah classes for L∞-algebroids pairs and study singular foliations and their holonomies.