Section 01
导读 / 主楼:LLM-Enhanced Semantic Network: A New Framework for Improving Cross-Sectional Stock Return Prediction
Introduction / Main Post: LLM-Enhanced Semantic Network: A New Framework for Improving Cross-Sectional Stock Return Prediction
This paper proposes a two-stage framework that uses large language models to filter spurious edges in financial networks by leveraging text similarity, enhancing the authenticity of the network economy, and significantly improving the performance of pair trading strategies.