BriefGPT.xyz
Sep, 2023
评估GPT情绪分析产生的股票收益预测中的前瞻性偏差
Assessing Look-Ahead Bias in Stock Return Predictions Generated By GPT Sentiment Analysis
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Paul Glasserman, Caden Lin
TL;DR
通过金融新闻标题的情感驱动交易策略,我们研究了大型语言模型对交易性能的影响,发现通过去除文本中相关公司的标识符来减少分散效应对交易策略产生更大的积极影响。
Abstract
large language models
(LLMs), including ChatGPT, can extract profitable
trading signals
from the sentiment in news text. However,
backtesting
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