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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.

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2 results for “newsflow”

Exploring the Synergy of Quantitative Factors and Newsflow Representations from Large Language Models for Stock Return Predictionq-fin.CP

This paper explores how combining quantitative factors and news from LLMs improves stock return prediction.

problem Improving stock return prediction using quantitative factors and news.

method Introduces a fusion learning framework to learn unified representations from factors and LLM-generated newsflow, comparing combination, summation, and attentive methods. Explores mixture models and decoupled training approaches.

result Effective multimodal modeling of factors and news improves stock return prediction and selection.

stock return prediction quantitative factors newsflow large language models fusion learning

2025-10-17abs ↗pdf ↗

Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflowq-fin.CP

This paper fine-tunes LLMs for stock return prediction using financial news.

problem Improving stock return forecasting accuracy using LLMs.

method Fine-tuning LLMs with text and forecasting modules, comparing encoder-only and decoder-only models, and integrating token-level representations.

result LLMs' aggregated token-level embeddings enhance return predictions for long-only and long-short portfolios.

stock return prediction large language models financial news text representation portfolio optimization

2024-07-25abs ↗pdf ↗