Christian Breitung

Technische Universität München (TUM) - TUM School of Management

Germany

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 45,042

SSRN RANKINGS

Top 45,042

in Total Papers Downloads

2,303

TOTAL CITATIONS

6

Ideas:
“  Empirical Capital Market Research, Textual Analysis, Large Language Models  ”

Scholarly Papers (4)

1.

Automated Stock Picking using Random Forests

Journal of Empirical Finance, Volume 72, June 2023, Pages 532-556
Number of pages: 51 Posted: 07 Dec 2021 Last Revised: 22 Jun 2023
Christian Breitung
Technische Universität München (TUM) - TUM School of Management
Downloads 753 (70,174)
Citation 2

Abstract:

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Stock Picking, Machine Learning, Random Forest, Portfolio Optimization

2.

Contextualized Sentiment Analysis using Large Language Models

Number of pages: 32 Posted: 27 Nov 2023
Christian Breitung, Garvin Kruthof and Sebastian Müller
Technische Universität München (TUM) - TUM School of Management, Technische Universität München (TUM) - TUM School of Management and Technische Universität München (TUM) - TUM School of Management
Downloads 600 (94,529)
Citation 3

Abstract:

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Contextualized Sentiment, Macroeconomic News, Large Language Models, GPT-4, LLaMA-2

3.
Downloads 511 (116,644)
Citation 1

Global Business Networks

Forthcoming Journal of Financial Economics
Number of pages: 52 Posted: 03 Apr 2023 Last Revised: 11 Feb 2025
Christian Breitung and Sebastian Müller
Technische Universität München (TUM) - TUM School of Management and Technische Universität München (TUM) - TUM School of Management
Downloads 374 (167,282)

Abstract:

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Business Network, Textual Analysis, Natural Language Processing, GPT-3, Large Language Models

Global Business Networks

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2023
Number of pages: 41 Posted: 31 Oct 2023
Christian Breitung and Sebastian Müller
Technische Universität München (TUM) - TUM School of Management and Technische Universität München (TUM) - TUM School of Management
Downloads 137 (434,088)
Citation 1

Abstract:

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4.

New Information Detection using Language Models

Number of pages: 36 Posted: 21 Sep 2022 Last Revised: 11 Feb 2025
Christian Breitung and Sebastian Müller
Technische Universität München (TUM) - TUM School of Management and Technische Universität München (TUM) - TUM School of Management
Downloads 439 (137,741)

Abstract:

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Textual Analysis, Value Relevance, Securities Laws, Annual Reports, Disclosure, BERT