2 papers
q-fin.CP2025
Integrating Large Language Models and Reinforcement Learning for Sentiment-Driven Quantitative Trading
Wo Long, Wenxin Zeng, Xiaoyu Zhang +1
This research develops a sentiment-driven quantitative trading system that leverages a large language model, FinGPT, for sentiment analysis, and explores a novel method for signal…
q-fin.ST2025
A Deep Learning Approach for Trading Factor Residuals
Wo Long, Victor Xiao
The residuals in factor models prevalent in asset pricing presents opportunities to exploit the mis-pricing from unexplained cross-sectional variation for arbitrage. We performed a…