Large Language Models

Discovering financial factors with language model agents

This project compares language model agents, random search and genetic search for financial factor discovery, isolating the contribution of experimental memory under a common evaluation budget.

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Fraud Campaign Detection and Rule Learning for Card Payments

Investigate whether transaction groups and interpretable rules, including rules proposed by language models, improve future fraud detection beyond a LightGBM baseline.

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Large language models and news sentiment for algorithmic trading

This project investigates whether financial news sentiment extracted by large language models can improve trading signals, with an emphasis on Apple stock, news timing and rigorous backtesting.

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Uncertainty quantification for large language models

This MMF project studies uncertainty estimates for transformer models, initially on tabular classification, with potential applications to the reliability of trading predictions.

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