Using Beige Book text, a fine-tuned BERT predicts stock-bond correlations better than prompted GPT-3.5, which shows look-ahead bias.
(2020, July 27)
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Predictive Power of LLMs in Financial Markets
Using Beige Book text, a fine-tuned BERT predicts stock-bond correlations better than prompted GPT-3.5, which shows look-ahead bias.