The AI Finance Frontier
Weekly quant finance & asset pricing research ideas. Your free source of quant investment ideas, directly from the best academic papers.
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Novel approach to sentiment analysis in financial markets using a state-of-the-art large language model (SMARTyBERT) combined with market data-driven labeling.
Challenges the conventional wisdom that Large Language Models (LLMs) can't effectively predict financial market returns.
Enhance momentum trading strategies by integrating an online changepoint detection (CPD)
Financial data through dilated causal convolutions to predict next-day volatility
Predicting medium-term trends and reduced computational requirements.
A look-ahead bias-free paper using LLMs in finance?
The relationship between time-series predictability and factor investing.
Portfolios achieving an impressive annualized return of 35.68% and a Sharpe ratio of 3.28.
Innovative approach to statistical arbitrage in international crude oil futures markets.
How to anticipate price movements using hidden factors before they impact the market.
Using Deep Learning to go beyond traditional trend-following methods.
How news media content shapes the cross-section of equity option returns.
