ArticlePloS one2025
Enhancing stock timing predictions based on multimodal architecture: Leveraging large language models (LLMs) for text quality improvement.
Article in PloS one, 2025. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Not yet cited in PubMed.
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The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
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7 authors.
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Abstract
This study aims to enhance stock timing predictions by leveraging large language models (LLMs), specifically GPT-4, to filter and analyze online investor comment data. Recognizing challenges such as variable comment quality, redundancy, and authenticity issues, we propose a multimodal architecture that integrates filtered comment data with stock price dynamics and technical indicators. Using data from nine Chinese banks, we compare four filtering models and demonstrate that employing GPT-4 significantly improves financial metrics like profit-loss ratio, win rate, and excess return rate. The multimodal architecture outperforms baseline models by effectively preprocessing comment data and combining it with quantitative financial data. While focused on Chinese banks, the approach can be adapted to broader markets by modifying the prompts of large language models. Our findings highlight the potential of LLMs in financial forecasting and provide more reliable decision support for investors.
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