arXivLLMs & Text
Sentiment trading with large language models
The OPT model, a large language model, has proven superior in predicting stock market returns using sentiment analysis of U.S. financial news, outdoing traditional methods like the Loughran-McDonald dictionary model.
Featured in No. 80 on 1 Jan 2025 · 6 days after release · 107 citations today · published in Finance Research Letters
- Released
- 26 Dec 2024
- First featured
- No. 80 · 1 Jan 2025
- Citations (Semantic Scholar)
- 107
- Influential citations
- 6
- Published in
- Finance Research Letters
- Shares when featured
- 46
- Identifier
- doi:10.1016/j.frl.2024.105227
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).