30 citations · 32 across the 3 of their papers we have counts for
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q-fin.ST2026
Reflexivity as Prompt: Does Awareness of Self-Reinforcing Market Dynamics Improve LLMs as Financial Market Forecasters?
Eugene Park
We study how frontier large language models (LLMs) behave as financial forecasters during boom-bust market cycles when made progressively aware of Soros's theory of reflexivity. St…
q-fin.ST2023★ 2 cited
Principal Component Analysis and Hidden Markov Model for Forecasting Stock Returns
Eugene W. Park
This paper presents a method for predicting stock returns using principal component analysis (PCA) and the hidden Markov model (HMM) and tests the results of trading stocks based o…