1 citations · 1 across the 3 of their papers we have counts for
3 papers
FinMarBa: A Market-Informed Dataset for Financial Sentiment Classification
Baptiste Lefort, Eric Benhamou, Beatrice Guez +3
This paper presents a novel hierarchical framework for portfolio optimization, integrating lightweight Large Language Models (LLMs) with Deep Reinforcement Learning (DRL) to combin…
Examining Independence in Ensemble Sentiment Analysis: A Study on the Limits of Large Language Models Using the Condorcet Jury Theorem
Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana +3
This paper explores the application of the Condorcet Jury theorem to the domain of sentiment analysis, specifically examining the performance of various large language models (LLMs…
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps?
Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana +3
We used a dataset of daily Bloomberg Financial Market Summaries from 2010 to 2023, reposted on large financial media, to determine how global news headlines may affect stock market…