AAPM: Large Language Model Agent-based Asset Pricing Models

In this study, we propose a novel asset pricing approach, LLM Agent-based Asset Pricing Models (AAPM), which fuses qualitative discretionary investment analysis from LLM agents and quantitative manual financial economic factors to predict excess asset returns. The experimental results show that our...

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Bibliographische Detailangaben

Hauptverfasser:	Cheng, Junyan, Chin, Peter
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Artificial Intelligence Computer Science - Computational Engineering, Finance, and Science
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