2 papers
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…
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…