1.
Re(Visiting) Large Language Models in Finance
Number of pages: 55
Posted: 03 Oct 2024
Last Revised: 24 Jan 2025
Working Paper Series
The University of Manchester - Alliance Manchester Business School and University of Oxford - Oxford-Man Institute of Quantitative Finance
Downloads
23,436
2.
Autoencoder Asset Pricing Models
Yale ICF Working Paper No. 2019-04, Chicago Booth Research Paper No. 19-24
Number of pages: 35
Posted: 07 Mar 2019
Last Revised: 01 Oct 2019
Working Paper Series
University of Chicago - Booth School of Business, Yale SOM and University of Chicago - Booth School of Business
Downloads
16,521
3.
How to Learn and Teach Economics with Large Language Models, Including GPT
GMU Working Paper in Economics No. 23-18
Number of pages: 41
Posted: 27 Mar 2023
Last Revised: 12 May 2023
Working Paper Series
George Mason University - Department of Economics and George Mason University - Department of Economics
Downloads
12,823
4.
Factor Models, Machine Learning, and Asset Pricing
Number of pages: 35
Posted: 18 Oct 2021
Last Revised: 18 Feb 2022
Working Paper Series
Yale School of Management, Yale SOM and University of Chicago - Booth School of Business
There are 2 versions of this paper
Factor Models, Machine Learning, and Asset Pricing
Annual Review of Financial Economics, Vol. 14, pp. 337-368, 2022
Posted: 10 Nov 2022
Factor Models, Machine Learning, and Asset Pricing
Number of pages: 35
Posted: 18 Oct 2021
Last Revised: 18 Feb 2022
Downloads
12,651
Downloads
12,651
5.
Comparing Deep RL and Traditional Financial Portfolio Methods (ECML PKDD 2023 - MIDAS Slides)
Number of pages: 13
Posted: 21 Oct 2023
Working Paper Series
Université Paris Dauphine, AI For Alpha, AI For Alpha, Université Paris Dauphine, Université Paris-Dauphine, PSL Research University and Université Paris Dauphine
Downloads
11,650
6.
GPT-4 Passes the Bar Exam
382 Philosophical Transactions of the Royal Society A (2024)
Number of pages: 35
Posted: 15 Mar 2023
Last Revised: 03 Apr 2024
Accepted Paper Series
Illinois Tech - Chicago Kent College of Law, 273 Ventures, Casetext and Casetext
Downloads
11,495
7.
Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book
Number of pages: 43
Posted: 09 Aug 2021
Working Paper Series
New York University (NYU) - Courant Institute of Mathematical Sciences, University College London and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads
10,560
8.
Classification-Based Financial Markets Prediction Using Deep Neural Networks
Algorithmic Finance, 2016.
Number of pages: 20
Posted: 30 Mar 2016
Last Revised: 09 Dec 2016
Accepted Paper Series
Illinois Institute of Technology, Northwestern University and Northwestern University
Downloads
10,331
9.
Deep Learning and Financial Stability
Number of pages: 45
Posted: 13 Nov 2020
Working Paper Series
Masachusetts Institute of Technology (MIT) Sloan School of Management and Massachusetts Institute of Technology (MIT) - Electrical Engineering and Computer Science
Downloads
10,171
10.
Bloated Disclosures: Can ChatGPT Help Investors Process Information?
Chicago Booth Research Paper No. 23-07, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-59, Fama-Miller Working Paper
Number of pages: 68
Posted: 21 Apr 2023
Last Revised: 20 Mar 2025
Working Paper Series
University of Chicago Booth School of Business, University of Chicago - Booth School of Business and University of Chicago Booth School of Business
Downloads
8,842
11.
GPT Takes the Bar Exam
Number of pages: 7
Posted: 31 Dec 2022
Last Revised: 03 Jan 2023
Working Paper Series
273 Ventures and Illinois Tech - Chicago Kent College of Law
Downloads
8,242
12.
Bond Risk Premia with Machine Learning
WBS Finance Group Research Paper No. 252
Number of pages: 86
Posted: 26 Aug 2018
Last Revised: 08 Apr 2020
Working Paper Series
Queen Mary University of London, University of Cambridge - Centre for Endowment Asset Management, Cambridge Judge Business School and University of Notre Dame - Mendoza College of Business
Downloads
6,340
13.
FinBERT - A Large Language Model for Extracting Information from Financial Text
Contemporary Accounting Research, Forthcoming
Number of pages: 74
Posted: 27 Aug 2021
Last Revised: 26 Sep 2022
Accepted Paper Series
Hong Kong University of Science and Technology - Department of Accounting, Renmin University of China - School of Business and HKUST Business School
Downloads
6,132
14.
Support Vector Machines (SVM) as a Technique for Solvency Analysis
DIW Berlin Discussion Paper No. 811
Number of pages: 18
Posted: 25 Jun 2009
Working Paper Series
Deutsche Bundesbank and German Institute for Economic Research (DIW Berlin)
Downloads
5,719
15.
CDS Rate Construction Methods by Machine Learning Techniques
Number of pages: 51
Posted: 15 May 2017
Last Revised: 31 Oct 2018
Working Paper Series
University of Reims Champagne-Ardenne and Birkbeck, University of London
Downloads
5,667
16.
VolGAN: a generative model for arbitrage-free implied volatility surfaces
Number of pages: 45
Posted: 28 Nov 2023
Last Revised: 19 Feb 2025
Working Paper Series
University of Oxford and University of Oxford
Downloads
5,574
17.
A General Approach for Predicting the Behavior of the Supreme Court of the United States
Number of pages: 18
Posted: 09 Jul 2014
Last Revised: 19 Jan 2017
Working Paper Series
Illinois Tech - Chicago Kent College of Law, 273 Ventures and South Texas College of Law Houston
Downloads
5,505
18.
Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning
Number of pages: 20
Posted: 16 Mar 2018
Last Revised: 29 Mar 2018
Working Paper Series
Imperial College London - Department of Mathematics and University of Oxford
Downloads
5,454
19.
Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks
Number of pages: 34
Posted: 19 Jan 2023
Last Revised: 24 May 2023
Working Paper Series
University of Oxford, University of California, Los Angeles (UCLA) - Department of Mathematics and University of Oxford - Mathematical Institute
Downloads
5,331
20.
Measuring Corporate Culture Using Machine Learning
Number of pages: 104
Posted: 21 Oct 2018
Last Revised: 29 Jun 2020
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business, University of Iowa - Department of Business Analytics, The Chinese University of Hong Kong, Shenzhen - School of Management and Economics and University of South Florida - Department of Finance
Downloads
5,248
21.
The Four Horsemen of Machine Learning in Finance
Number of pages: 24
Posted: 24 Sep 2019
Working Paper Series
Illinois Institute of Technology and Fidelity Investments, Inc.
Downloads
4,951
22.
Identifying Artificial Intelligence (AI) Invention: A Novel AI Patent Dataset
USPTO Economic Working Paper No. 2021-2, The Journal of Technology Transfer
Number of pages: 62
Posted: 30 Jun 2021
Last Revised: 15 Nov 2021
Accepted Paper Series
United States Patent and Trademark Office (USPTO), United States Patent and Trademark Office and United States Patent and Trademark Office (USPTO)
Downloads
4,807
23.
Machine Learning in Finance: A Topic Modeling Approach
Number of pages: 44
Posted: 07 Feb 2019
Working Paper Series
Rennes School of Business, Dublin City University Business School, Qatar University College of Business and Azerbaijan Diplomatic Academy
Downloads
4,561
24.
Cross-Sectional Expected Returns: New Fama-MacBeth Regressions in the Era of Machine Learning
Review of Finance, forthcoming
Number of pages: 41
Posted: 13 Jun 2018
Last Revised: 08 Aug 2024
Working Paper Series
University of North Carolina (UNC) at Charlotte - Finance, University of South Carolina - Darla Moore School of Business, Research Department, Federal Reserve Bank of Atlanta and Washington University in St. Louis - John M. Olin Business School
Downloads
4,439
25.
Generative AI: Overview, Economic Impact, and Applications in Asset Management
Number of pages: 130
Posted: 18 Sep 2023
Last Revised: 19 Sep 2023
Working Paper Series
Man AHL
Downloads
4,384
26.
Determining the Validity of Large Language Models for Automated Perceptual Analysis
Number of pages: 28
Posted: 18 Oct 2022
Last Revised: 11 Dec 2023
Working Paper Series
University of California, Berkeley - Haas School of Business, University of Alberta - School of Business, University of California, Berkeley - Haas School of Business and Columbia University - Columbia Business School, Marketing
Downloads
4,311
27.
Machine Learning with Personal Data
Queen Mary School of Law Legal Studies Research Paper No. 247/2016
Number of pages: 23
Posted: 08 Nov 2016
Accepted Paper Series
Queen Mary University of London, School of Law - Centre for Commercial Law Studies, Queen Mary University of London, School of Law - Centre for Commercial Law Studies and University of Cambridge -- Dept. Computer Science & Technology (Computer Laboratory)
Downloads
4,302
28.
Machine-Learning the Skill of Mutual Fund Managers
Number of pages: 110
Posted: 07 Dec 2021
Last Revised: 07 Aug 2023
Working Paper Series
University of Rochester - Simon Business School, Stanford University, Stanford University - Department of Management Science & Engineering and Columbia University Graduate School of Business
There are 2 versions of this paper
Machine-Learning the Skill of Mutual Fund Managers
Number of pages: 110
Posted: 07 Dec 2021
Last Revised: 07 Aug 2023
Downloads
3,908
Machine-Learning the Skill of Mutual Fund Managers
NBER Working Paper No. w29723
Number of pages: 59
Posted: 07 Feb 2022
Last Revised: 09 Jul 2022
Downloads
65
Downloads
3,908
29.
Application of Neural Networks to an Emerging Financial Market: Forecasting and Trading the Taiwan Stock Index
Number of pages: 42
Posted: 13 Aug 2001
Working Paper Series
National Chung Cheng University - Department of Finance, Cornell University - School of Applied Economics and Management and University of Texas at San Antonio - Department of Management Science and Statistics
Downloads
3,843
30.
The Art of Natural Language Processing: Classical, Modern and Contemporary Approaches to Text Document Classification
Number of pages: 51
Posted: 31 Mar 2020
Working Paper Series
University of Zurich and Mobiliar Lab for Analytics at ETH
Downloads
3,763
31.
Professor GPT: Having a Large Language Model Write a Commentary on Freedom of Assembly
MPI Collective Goods Discussion Paper, No. 2024/14
Number of pages: 47
Posted: 21 Oct 2024
Last Revised: 07 Feb 2025
Working Paper Series
Max Planck Institute for Research on Collective Goods and Max Planck Institute for Research on Collective Goods
Downloads
3,545
32.
Trading Volume Alpha
Number of pages: 52
Posted: 23 Apr 2024
Last Revised: 01 Aug 2024
Working Paper Series
McGill University - Desautels Faculty of Management, Yale SOM, Yale University, Yale SOMAQR Capital, Johns Hopkins University - Carey Business School and Hong Kong University of Science and Technology (Guangzhou)
There are 2 versions of this paper
Trading Volume Alpha
Number of pages: 52
Posted: 23 Apr 2024
Last Revised: 01 Aug 2024
Downloads
3,529
Downloads
15
Downloads
3,529
33.
From Transcripts to Insights: Uncovering Corporate Risks Using Generative AI
Chicago Booth Research Paper No. 23-19, Fama-Miller Working Paper, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-132
Number of pages: 61
Posted: 07 Oct 2023
Last Revised: 20 Mar 2025
Working Paper Series
University of Chicago Booth School of Business, University of Chicago - Booth School of Business and University of Chicago Booth School of Business
Downloads
3,375
34.
Executives vs. Chatbots: Unmasking Insights through Human-AI Differences in Earnings Conference Q&A
Northeastern U. D’Amore-McKim School of Business Research Paper No. 4480056, George Mason University School of Business Research Paper
Number of pages: 74
Posted: 22 Jun 2023
Last Revised: 03 Feb 2025
Working Paper Series
Northeastern University - D’Amore-McKim School of Business, Northeastern University - D’Amore-McKim School of Business, Donald G. Costello College of Business at George Mason University, Boston College - Carroll School of Management and University of Massachusetts Boston - Department of Accounting and Finance
Downloads
3,309
35.
An Introduction to Machine Learning for Panel Data
International Advances in Economic Research, Vol. 27, 2021
Number of pages: 93
Posted: 11 Dec 2020
Last Revised: 28 Jan 2021
Accepted Paper Series
Michigan State University - College of Law
Downloads
3,283
36.
Model Calibration with Neural Networks
Number of pages: 13
Posted: 21 Jul 2016
Working Paper Series
PwC
Downloads
3,275
37.
Artificial Intelligence in Financial Decision Making
Handbook of Financial Decision Making, Forthcoming , HKUST Business School Research Paper No. 2022-082
Number of pages: 32
Posted: 04 Oct 2022
Last Revised: 13 Dec 2022
Accepted Paper Series
Hong Kong University of Science and Technology - Department of Accounting and Hong Kong University of Science & Technology (HKUST) - Department of Accounting
Downloads
3,245
38.
Machine Learning at Central Banks
Bank of England Working Paper No. 674
Number of pages: 89
Posted: 06 Sep 2017
Working Paper Series
Bank of England and Bank of England
Downloads
3,167
39.
Scaling Core Earnings Measurement with Large Language Models
Number of pages: 52
Posted: 22 Nov 2024
Last Revised: 21 Mar 2025
Working Paper Series
University of Southern California and Harvard University - Business School (HBS)
Downloads
3,120
40.
Deep Learning in Characteristics-Sorted Factor Models
Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 50
Posted: 23 Sep 2018
Last Revised: 26 Jun 2023
Working Paper Series
City University of Hong Kong (CityU), City University of Hong Kong (CityU), University of Chicago - Booth School of Business and University of Chicago, Students
Downloads
3,028
41.
The Web of Law
San Diego Legal Studies Research Paper No. 06-11
Number of pages: 39
Posted: 05 Jan 2005
Working Paper Series
University of San Diego School of Law
Downloads
3,011
42.
Dissecting Corporate Culture Using Generative AI
Number of pages: 95
Posted: 01 Sep 2023
Last Revised: 11 Mar 2025
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business, University of Iowa - Department of Business Analytics, The Chinese University of Hong Kong, Shenzhen - School of Management and Economics, University of British Columbia (UBC) - Sauder School of Business and Rutgers University - Rutgers School of Business-Camden
Downloads
3,000
43.
A Practical Introduction to Generative AI, Synthetic Media, and the Messages Found in the Latest Medium
Number of pages: 72
Posted: 20 Mar 2023
Working Paper Series
Shepard Broad College of Law
Downloads
2,909
44.
Equity Machine Factor Models
Number of pages: 12
Posted: 27 Dec 2022
Working Paper Series
Artificial Intelligence in Finance Institute and Abu Dhabi Investment Authority
Downloads
2,797
45.
Structural Deep Learning in Conditional Asset Pricing
Number of pages: 112
Posted: 02 Jun 2022
Last Revised: 14 Sep 2024
Working Paper Series
Princeton University - Bendheim Center for Finance, Harvard University, Rutgers University, New Brunswick and Washington University in St. Louis - John M. Olin Business School
Downloads
2,689
46.
Natural Language Processing in the Legal Domain
Number of pages: 13
Posted: 25 Jan 2023
Last Revised: 13 Apr 2023
Working Paper Series
Illinois Tech - Chicago Kent College of Law, Singapore Management University - Yong Pung How School of Law, Bucerius Law School, Language Technology Group, Department of Informatics, Universität HamburgUniversity of Hamburg and 273 Ventures
Downloads
2,687
47.
Deep Learning for Global Tactical Asset Allocation
Number of pages: 17
Posted: 11 Nov 2018
Last Revised: 03 Mar 2019
Working Paper Series
Qplum, Twilio and OPTrust
Downloads
2,678
48.
Deep Hedging: Learning Risk-Neutral Implied Volatility Dynamics
Number of pages: 19
Posted: 29 Mar 2021
Last Revised: 02 Feb 2023
Working Paper Series
XTX Markets, J.P. Morgan Chase & Co., Imperial College London - Department of Mathematics and JP Morgan Chase
Downloads
2,556
49.
Time Series Forecasting with Transformer Models and Application to Asset Management
Number of pages: 44
Posted: 07 Mar 2023
Working Paper Series
Amundi Asset Management and Amundi Asset Management
Downloads
2,534
50.
How and When are High-Frequency Stock Returns Predictable?
Number of pages: 57
Posted: 03 May 2022
Working Paper Series
National Bureau of Economic Research (NBER), Princeton University - Bendheim Center for Finance, Princeton University - Department of Operations Research & Financial Engineering (ORFE) and Princeton University
There are 2 versions of this paper
How and When are High-Frequency Stock Returns Predictable?
Number of pages: 57
Posted: 03 May 2022
Downloads
2,525
How and When are High-Frequency Stock Returns Predictable?
NBER Working Paper No. w30366
Number of pages: 58
Posted: 22 Aug 2022
Last Revised: 23 Jun 2023
Downloads
84
Downloads
2,525
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