Baptiste Lefort

University of Paris-Saclay - CentraleSupélec

Moulon Plateau 3 Joliot Curie Street

Gif-sur-Yvette , 91190

France

AI For Alpha

35 boulevard d'Inkermann

Neuilly sur Seine, 92200

France

SCHOLARLY PAPERS

7

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Top 5,515

in Total Papers Downloads

15,422

TOTAL CITATIONS

0

Ideas:
“  NLP, LLMs, Investment strategies  ”

Scholarly Papers (7)

1.

Sentiment Analysis of Bloomberg Markets Wrap Using ChatGPT: Application to the NASDAQ

Number of pages: 10 Posted: 15 Apr 2024
University of Paris-Saclay - CentraleSupélec, Université Paris Dauphine, AI For Alpha, Université Paris Dauphine, AI For Alpha and AI For Alpha
Downloads 3,267 (7,748)

Abstract:

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LLMs, NLP, Sentiment Analysis

2.

When Small Wins Big: Classification Tasks Where Compact Models Outperform Original GPT-4

Number of pages: 13 Posted: 15 Apr 2024
University of Paris-Saclay - CentraleSupélec, Université Paris Dauphine, AI For Alpha, AI For Alpha, Université Paris Dauphine and CentraleSupélec
Downloads 2,712 (10,408)

Abstract:

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chatGPT, GPT, Sentiment, LLMs

3.

Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps?

Université Paris-Dauphine Research Paper No. 4688451
Number of pages: 32 Posted: 01 Feb 2024
University of Paris-Saclay - CentraleSupélec, Université Paris Dauphine, AI For Alpha, Université Paris Dauphine, AI For Alpha and CentraleSupélec
Downloads 2,632 (10,878)

Abstract:

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sentiment analysis, ChatGPT, stock exchange, financial news

4.

Mixing Financial Stress with GPT-4 News Sentiment Analysis for Optimal Risk-On/Risk-Off Decisions

Number of pages: 44 Posted: 15 Apr 2024 Last Revised: 27 Apr 2024
University of Paris-Saclay - CentraleSupélec, Université Paris Dauphine, AI For Alpha, Université Paris Dauphine, AI For Alpha and AI For Alpha
Downloads 2,616 (10,991)

Abstract:

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Market stress, Volatility, News sentiment, Investment strategy

5.

CentraleSupélec Seminar - How do we use LLMs for predicting the equity market?

Number of pages: 15 Posted: 16 Apr 2024
Baptiste Lefort and Eric Benhamou
University of Paris-Saclay - CentraleSupélec and Université Paris Dauphine
Downloads 2,420 (12,418)

Abstract:

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6.

Uncertainty in Sentiment Analysis with LLMs using QCM (Quantiles of Correlation Matrices) - Distance

Number of pages: 11 Posted: 15 Apr 2024 Last Revised: 28 Apr 2024
University of Paris-Saclay - CentraleSupélec, Université Paris Dauphine, AI For Alpha, AI For Alpha and Université Paris Dauphine
Downloads 1,604 (23,785)

Abstract:

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LLMs, Quantile distance

7.

Crafting Portfolios Tailored to Investor Preferences with Generative AI

Number of pages: 16 Posted: 30 Apr 2024
AI For Alpha, Université Paris Dauphine, AI For Alpha, University of Paris-Saclay - CentraleSupélec, Université Paris Dauphine and AI For Alpha
Downloads 171 (358,176)

Abstract:

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Graphical Models, portfolio replication, investor preferences