13 citations · 13 across the 2 of their papers we have counts for
2 papers
q-fin.GN2023★ 13 cited
Assessing Look-Ahead Bias in Stock Return Predictions Generated By GPT Sentiment Analysis
Paul Glasserman, Caden Lin
Large language models (LLMs), including ChatGPT, can extract profitable trading signals from the sentiment in news text. However, backtesting such strategies poses a challenge beca…
q-bio.PE2021
A Novel Compartmental Approach to Modeling COVID-19 Disease Dynamics and Analyzing the Effect of Common Preventative Measures
Caden Lin
As of December 2020, the COVID-19 pandemic has infected over 75 million people, making it the deadliest pandemic in modern history. This study develops a novel compartmental epidem…