Integrating Stock Features and Global Information via Large Language Models for Enhanced Stock Return Prediction

no code implementations • 9 Oct 2023 • Yujie Ding, Shuai Jia, Tianyi Ma, Bingcheng Mao, Xiuze Zhou, Liuliu Li, Dongming Han

However, integrating LLMs into existing quantitative models presents two primary challenges: the insufficient utilization of semantic information embedded within LLMs and the difficulties in aligning the latent information within LLMs with pre-existing quantitative stock features.