融合大语言模型的金融多元时序预测框架及试验评估
A financial multivariate time series forecasting framework incorporating large language models and its experimental evaluation
-
摘要: 通过分析基于大语言模型(large language model,LLM)的主流时序预测方法,提出了一个统一模型框架,并在汇率与股指数据上进行了实证评估.试验结果表明,LLM在金融时间序列预测中展现出一定的性能优势,但也存在明显的局限性,特别是其仅依赖简单的文本输入或提示,难以提升预测效果.Abstract: By analyzing mainstream time series forecasting methods based on large language model (LLM), a unified model framework is proposed and empirically evaluated on exchange rate and stock index data. Experimental results indicate that LLM exhibit certain performance advantages in financial time series forecasting, but also face notable limitations. Especially, relying solely on simple textual inputs or prompts may not lead to performance improvements.
下载: