Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models.
Alejandro Lopez-LiraYuehua TangPublished in: CoRR (2023)
Keyphrases
- language model
- stock price
- stock market
- investment strategies
- language modeling
- short term
- stock exchange
- non stationary
- document retrieval
- probabilistic model
- n gram
- language modelling
- stock price prediction
- historical data
- financial markets
- information retrieval
- speech recognition
- retrieval model
- context sensitive
- query expansion
- financial time series
- financial data
- news articles
- test collection
- pseudo relevance feedback
- vector space model
- long term
- statistical language models
- document ranking
- translation model
- trading systems
- document level
- natural language processing
- chinese stock market
- bag of words