QuantEvolver applies reinforcement fine-tuning to evolve an LLM policy for generating executable alpha factor expressions, yielding higher-quality and more complementary factors than prompt-based baselines on market benchmarks.
GPT-InvestAR: Enhancing stock investment strategies through annual report analysis with large language models
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This review synthesizes LLM uses in stock forecasting and catalogs key practical pitfalls from a hedge-fund viewpoint.
citing papers explorer
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From Feedback Loops to Policy Updates: Reinforcement Fine-Tuning for LLM-Based Alpha Factor Discovery
QuantEvolver applies reinforcement fine-tuning to evolve an LLM policy for generating executable alpha factor expressions, yielding higher-quality and more complementary factors than prompt-based baselines on market benchmarks.
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A Review of Large Language Models for Stock Price Forecasting from a Hedge-Fund Perspective
This review synthesizes LLM uses in stock forecasting and catalogs key practical pitfalls from a hedge-fund viewpoint.