Assessment of the Applicability of Large Language Models for Quantitative Stock Price Prediction

被引:0
|
作者
Voigt, Frederic [1 ]
von Luck, Kai [1 ]
Stelldinger, Peer [1 ]
机构
[1] Hamburg Univ Appl Sci, Hamburg, Germany
关键词
stock price prediction; quantitative analysis; stock embeddings; large language models; natural language processing; big data;
D O I
10.1145/3652037.3652047
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
In accordance with the findings presented in [34], this study examines the applicability of Machine Learning (ML) models and training strategies from the Natural Language Processing (NLP) domain in addressing time series problems, emphasizing the structural and operational aspects of these models and strategies. Recognizing the structural congruence within the data, we opt for Stock Price Prediction (SPP) as the designated domain to assess the transferability of NLP models and strategies. Building upon initial positive outcomes derived from quantitative SPP models in our ongoing research endeavors, we provide a rationale for exploring a range of additional methods and conducting subsequent research experiments. The outlined research aims to elucidate the efficacy of leveraging NLP models and techniques for addressing time series problems exemplified as SPP.
引用
收藏
页码:293 / 302
页数:10
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