AI RESEARCH
A Review of Large Language Models for Stock Price Forecasting from a Hedge-Fund Perspective
arXiv CS.LG
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ArXi:2605.05211v1 Announce Type: cross Large language models (LLMs) are increasingly deployed in quantitative finance for stock price forecasting. This review synthesizes recent applications of LLMs in this domain, including extracting sentiment from financial news and social media, analyzing financial reports and earnings-call transcripts, tokenizing or symbolizing stock price series, and constructing multi-agent trading systems.