no code implementations • 12 Mar 2024 • Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, David Saltiel, Beatrice Guez, Thomas Jacquot
This paper introduces a new risk-on risk-off strategy for the stock market, which combines a financial stress indicator with a sentiment analysis done by ChatGPT reading and interpreting Bloomberg daily market summaries.
no code implementations • 9 Jan 2024 • Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, David Saltiel, Beatrice Guez, Damien Challet
We used a dataset of daily Bloomberg Financial Market Summaries from 2010 to 2023, reposted on large financial media, to determine how global news headlines may affect stock market movements using ChatGPT and a two-stage prompt approach.
no code implementations • 7 Sep 2020 • Eric Benhamou, David Saltiel, Jean-Jacques Ohana, Jamal Atif
Deep reinforcement learning (DRL) has reached super human levels in complex tasks like game solving (Go and autonomous driving).