4 citations · 5 across the 3 of their papers we have counts for
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q-fin.CP2025
Exploring the Synergy of Quantitative Factors and Newsflow Representations from Large Language Models for Stock Return Prediction
Tian Guo, Emmanuel Hauptmann
In quantitative investing, return prediction supports various tasks, including stock selection, portfolio optimization, and risk management. Quantitative factors, such as valuation…
q-fin.CP2024★ 1 cited
Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow
Tian Guo, Emmanuel Hauptmann
Large language models (LLMs) and their fine-tuning techniques have demonstrated superior performance in various language understanding and generation tasks. This paper explores fin…
q-fin.CP2020★ 4 cited
ESG2Risk: A Deep Learning Framework from ESG News to Stock Volatility Prediction
Tian Guo, Nicolas Jamet, Valentin Betrix +2
Incorporating environmental, social, and governance (ESG) considerations into systematic investments has drawn numerous attention recently. In this paper, we focus on the ESG event…