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金融ネットワークの指標の大型言語モデル駆動のタイムシリーズ予測
Mini Han Wang1,2, Ying Yeung3
1The Chinese University of Hong Kong, Hong Kong, Hong Kong SAR, China.
Frontiers in artificial intelligence
|February 16, 2026
まとめ
この研究は,金融市場ネットワークの予測のための大規模な言語モデル (LLM) フレームワークを導入し,システムリスクの予測を改善し,投資家に経済的洞察を提供します.
科学分野:
- 金融ネットワーク分析 金融ネットワーク分析
- システムリスクの予測
- 金融における機械学習
背景:
- 金融市場は,機関が保有する資産が情報流とリスク伝播に影響を与える複雑なネットワークです.
- ストックネットワークの進化を予測することは,安定性にとって極めて重要ですが,データの複雑さと非静止性のために困難です.
研究 の 目的:
- 金融ネットワークのための解釈可能なLLMベースの予測枠組みを開発する.
- リスクの早期発見のために,市場全体の集中と企業レベルの異常を予測する.
主な方法:
- 2016年から2024年までのタイムインデックス化された二者共同ファンドストックグラフを構成した.
- コンピューターネットワークの指標:集中度 (cen_d) と残密度 (den).
- マルチステップ予測のためのタイムシリーズ,テキストの開示,および検索拡張された文脈を統合したLLMフレームワークを開発しました.
主要な成果:
- LLMのフレームワークは,ARIMA,Prophet,およびTemporal Fusion Transformerのベンチマークの精度を大幅に上回りました.
- 注目度分析により,資金の共同移動や政策のショックを伴う四半期におけるモデルの重要性が明らかになった.
- ネットワークの指標を予測する際の誤差の減少と方向の精度の向上が実証されています.
結論:
- LLM主導の予測は,システムリスクの早期警告と解釈可能な洞察を提供します.
- 言語ベースのグラフ予測は,金融市場の監視と政策のための新しいパラダイムを提示します.
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