Research
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.

168,695 papers · 148 categories

Trend · papers per month

2356 · May 202319922001200920172026
48 results for ChatGPT

ChatGPT struggles in predicting stock movements, underperforming traditional methods.

problem Predicting stock market movements using ChatGPT.
method Zero-shot analysis of ChatGPT's multimodal stock prediction capabilities.
result ChatGPT underperforms traditional methods and state-of-the-art models in predicting stock movements.

ChatGPT selects stocks for investment portfolios, but optimization models improve results.

problem Using AI for investment advice due to model inaccuracies.
method Used ChatGPT to generate a stock universe, then compared various portfolio optimization strategies.
result Combining AI-generated stock selection with advanced optimization models yields better investment outcomes.

Study uses AI to refine loan assessments, improving credit default predictions.

problem Improving credit default prediction accuracy using AI-refined text.
method Comparative analysis of human-written and AI-refined loan assessments using deep learning techniques.
result AI-refined texts significantly enhance credit default predictions, especially when combined with structured data.

ChatGPT predicts stock market movements based on Bloomberg headlines, showing a positive correlation over short to medium terms.

problem Predicting stock market movements using news headlines.
method Used a two-stage prompt approach with a dataset of Bloomberg market summaries from 2010 to 2023.
result ChatGPT's sentiment scores correlate positively with future equity market returns over short to medium terms, with a negative correlation over longer horizons.

ChatGPT improves financial reasoning, overcoming biases in gold investment.

problem Improving financial reasoning and overcoming biases in investment decisions.
method Applied advanced prompt engineering and semantic news information to enhance LLMs' performance.
result ChatGPT with CoT prompt provides more explainable predictions and higher investment returns.

ChatGPT can summarize corporate disclosures more concisely and effectively, improving stock market reactions.

problem Information asymmetry and inefficiency in stock markets due to bloated disclosures.
method Comparing ChatGPT-generated summaries to original disclosures, analyzing their impact on stock market reactions.
result ChatGPT-generated summaries are more effective at explaining stock market reactions to disclosed information.

ChatGPT predicts stock market reactions from news headlines without financial training.

problem Predicting stock price movements using non-financial data.
method Used post-knowledge-cutoff headlines to train ChatGPT-4, which forecasts stock market reactions.
result ChatGPT-4 can predict stock market reactions with high accuracy, especially for small stocks and negative news.

Paper answers Jin and Rubinstein's question about Fano manifolds.

problem Determining the equality of specific invariants for Fano manifolds.
method Used advanced computational methods including Chatgpt 5.5 pro and Danus system.
result Proved the equality of fixed-level equivariant alpha invariant and global log canonical threshold for Fano manifolds.

Uniform consistency proven for spatial distribution and depth estimators in any dimension.

problem Uniform consistency of spatial distribution and depth estimators in arbitrary dimensions.
method Proof of uniform L1L^1-consistency using sample size nn as the only dependency.
result Consistency rate is independent of dimension dd and sample size nn.

Financial institutions face new model risks with AI, requiring enhanced model risk management.

problem New model risks from Generative AI applications in financial institutions.
method Enhanced model risk framework with additional testing and controls.
result Financial institutions need to enhance their model risk management for Generative AI applications.

Enhanced stock market strategy using stress index and financial news sentiment analysis.

problem Improving risk assessment and prediction in equity markets.
method Combines financial stress indicator with sentiment analysis of financial news.
result Improved performance with higher Sharpe ratio and reduced drawdowns.

LLMs overestimate stock returns and are less accurate at predicting extreme outcomes.

problem Behavioral biases in LLMs' stock return forecasts.
method Comparison of LLM forecasts with crowd-sourced estimates and historical data.
result LLMs overestimate stock returns and are less accurate at predicting extreme outcomes.

Sumformer simplifies Transformers to handle long sequences efficiently.

problem Quadratic complexity of Transformers limits their use with long sequences.
method Introducing Sumformer, a simple architecture that universally approximates equivariant sequence-to-sequence functions.
result Sumformer achieves the first universal approximation results for Linformer and Performer.

LLMs struggle with financial reasoning but can outperform the market with human oversight.

problem Financial reasoning failures in LLM-generated stock market predictions.
method Evaluated four LLMs using three prompting strategies and compared to human oversight.
result LLMs require human oversight to fully realize their potential in financial markets.

ZeroSCROLLS benchmarks zero-shot natural language understanding over long texts.

problem Evaluate natural language understanding models over long texts without training data.
method Adapt six tasks from SCROLLS benchmark and add four new datasets, including novel aggregation tasks.
result Claude outperforms ChatGPT, and GPT-4 achieves highest average score.

A new method for optimizing regression problems with ReLU units converges.

problem Optimizing regression problems involving ReLU units in large language models.
method Introduced a greedy algorithm based on approximate Newton method, proving convergence in terms of the distance to optimal solution.
result The method converges in the sense of the distance to optimal solution under certain assumptions.

Improved financial sentiment analysis using simple instruction tuning of LLMs.

problem Lack of accurate financial sentiment analysis by large language models.
method Instruction tuning of general-purpose LLMs with a small portion of financial sentiment data.
result Significant improvement in financial sentiment analysis, especially in complex scenarios.

Two methods improve 10-K item segmentation using large language models.

problem Challenges in extracting specific items from 10-K reports due to variations in document formats and item presentation.
method Two advanced item segmentation methods: GPT4ItemSeg and BERT4ItemSeg.
result BERT4ItemSeg achieves a macro-F1 of 0.9825, surpassing other methods.

AI platforms disrupt investment by personalizing deal sourcing and insights.

problem Lack of scalable, personalized, and privacy-compliant deal sourcing and insights solutions.
method Development of in-house AI platforms that interact directly with funds and learn from interactions.
result AI platforms provide smarter, personalized use cases for funds, offering a competitive advantage.

Improved financial sentiment analysis using LLMs with retrieval augmentation.

problem Limited performance of traditional NLP models in financial sentiment analysis.
method Retrieval-augmented Large Language Models (LLMs) with instruction tuning.
result Achieved 15% to 48% performance gain in accuracy and F1 score.

Enhances stock return prediction using LLMs and hybrid models.

problem Insufficient use of semantic information and alignment of LLMs with stock features.
method LG model with three strategies for global information modeling and SCRL for embedding alignment.
result Superior performance in Rank Information Coefficient and returns compared to models relying only on stock features.

Gradient-based framework for optimizing text prompts in diffusion models.

problem Efficiently optimizing prompts in text-to-image diffusion models with large domain space and non-differentiable embeddings.
method Formulated as discrete optimization over language space, designed compact subspaces, and introduced shortcut text gradient.
result Empirically discovered prompts that enhance or destroy image faithfulness.

Normalization layers control deep neural network capacity, improving stability and generalization.

problem Excessive capacity in deep neural networks leads to overfitting and poor generalization.
method Developed a theoretical framework to explain normalization's role in capacity control.
result Normalization layers reduce the Lipschitz constant exponentially, smoothing the loss landscape and enhancing generalization.

GenAI improves actuarial practices through case studies.

problem Improving actuarial practices using AI.
method Four case studies using LLMs, Retrieval-Augmented Generation, and vision-enabled LLMs.
result GenAI enhances claim cost prediction, market comparisons, and car damage classification.

Fine-tuned open-source LLMs match or exceed closed-source models in social science research.

problem Limited scalability and high costs of large LLMs in social science research.
method Fine-tuning open-source models for specific tasks, exploring training set size effects, proposing hybrid workflow.
result Small, fine-tuned open-source LLMs achieve equal or superior performance to commercial alternatives.

Paper proposes using online text data to predict CPI with LLMs.

problem Forecasting Consumer Price Index (CPI) using low-frequency survey-based data.
method Develops an LLM-based approach combining online text time series with monthly CPI data.
result Establishes the asymptotic properties and provides prediction intervals for CPI forecasts.

Reward collapse occurs when ranking-based reward models yield uniform rewards for different prompts.

problem Reward collapse in aligning large language models with human preferences.
method Introduced a prompt-aware optimization scheme to derive closed-form expressions for reward distributions.
result Our prompt-aware utility functions significantly alleviate reward collapse during training.