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q-fin.PM2026
Macro Economists in the Machine: A Multi-Agent LLM Framework for Commodity-Related ETF Portfolio Construction
Yiqing Wang, Dehao Dai, Ding Ma +1
We test whether large language models (LLMs) add value in commodity portfolio construction when the information set and implementation rules are held fixed across strategies. A Haw…
stat.ME2026
Distributional Conformal Prediction for Markov Processes
Dehao Dai, Kejin Wu, Dimitris N. Politis
We introduce the Markov Distributional Conformal Prediction (MDCP) method that extends the distributional conformal prediction (previously developed for regression) to the setting…
q-fin.ST2026
Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction
Dehao Dai, Ding Ma, Dou Liu +2
Forecasting crude oil prices remains challenging because market-relevant information is embedded in large volumes of unstructured news and is not fully captured by traditional pola…