4 papers
From Text to Alpha: Can LLMs Track Evolving Signals in Corporate Disclosures?
Chanyeol Choi, Yoon Kim, Yu Yu +10
Natural language processing (NLP) has been widely used in quantitative finance, but traditional methods often struggle to capture rich narratives in corporate disclosures, leaving…
Forecasting Future Language: Context Design for Mention Markets
Sumin Kim, Jihoon Kwon, Yoon Kim +9
Mention markets, a type of prediction market in which contracts resolve based on whether a specified keyword is mentioned during a future public event, require accurate probabilist…
LLM as a Risk Manager: LLM Semantic Filtering for Lead-Lag Trading in Prediction Markets
Sumin Kim, Minjae Kim, Jihoon Kwon +7
Prediction markets provide a unique setting where event-level time series are directly tied to natural-language descriptions, yet discovering robust lead-lag relationships remains…
Cross-Sectional Asset Retrieval via Future-Aligned Soft Contrastive Learning
Hyeongmin Lee, Chanyeol Choi, Jihoon Kwon +4
Asset retrieval--finding similar assets in a financial universe--is central to quantitative investment decision-making. Existing approaches define similarity through historical pri…