4 citations · 7 across the 14 of their papers we have counts for
3 papers · 1 filter
From SEC Filings to Financial Signals: Evaluating LLMs on Stock Market Reactions and Analyst Forecasts
Shengkun Wang, Taoran Ji, Linhan Wang +3
Form 10-Q MD&A sections combine long-form management narrative with accounting and forward-looking information. Benchmarks for financial filings commonly evaluate question answerin…
HouseTS: A Large-Scale, Multimodal Spatiotemporal U.S. Housing Dataset and Benchmark
Shengkun Wang, Yanshen Sun, Fanglan Chen +4
Accurate long-horizon house-price forecasting requires benchmarks that capture temporal dynamics together with time-varying local context. However, existing public resources remain…
Stock Movement and Volatility Prediction from Tweets, Macroeconomic Factors and Historical Prices
Shengkun Wang, YangXiao Bai, Taoran Ji +3
Predicting stock market is vital for investors and policymakers, acting as a barometer of the economic health. We leverage social media data, a potent source of public sentiment, i…