Forecasting Chinese Overnight Stock Index Movement Using Large Language Models with Market Summary.
Haiping WangXin ZhouPublished in: DMBD (1) (2023)
Keyphrases
- non stationary
- stock index
- language model
- stock price
- stock exchange
- financial markets
- text summarization
- stock market
- language modeling
- financial time series
- stock index futures
- empirical analysis
- query expansion
- n gram
- document retrieval
- probabilistic model
- financial data
- word segmentation
- exchange rate
- information retrieval
- garch model
- retrieval model
- language modelling
- test collection
- portfolio optimization
- translation model
- natural language processing
- relevance model
- document ranking
- empirical studies
- smoothing methods
- short term
- information extraction
- portfolio selection
- long term
- transaction costs
- query specific
- risk management
- theoretical analysis
- machine learning