GPT-Signal: Generative AI for Semi-automated Feature Engineering in the Alpha Research Process

Yining Wang, Jinman Zhao, Yuri Lawryshyn


Anthology ID:
2024.finnlp-2.4
Volume:
Proceedings of the Eighth Financial Technology and Natural Language Processing and the 1st Agent AI for Scenario Planning
Month:
3 August
Year:
2024
Address:
Jeju, South Korea
Editors:
Chung-Chi Chen, Tatsuya Ishigaki, Hiroya Takamura, Akihiko Murai, Suzuko Nishino, Hen-Hsen Huang, Hsin-Hsi Chen
Venue:
FinNLP
SIG:
Publisher:
-
Note:
Pages:
42–53
Language:
URL:
https://aclanthology.org/2024.finnlp-2.4
DOI:
Bibkey:
Cite (ACL):
Yining Wang, Jinman Zhao, and Yuri Lawryshyn. 2024. GPT-Signal: Generative AI for Semi-automated Feature Engineering in the Alpha Research Process. In Proceedings of the Eighth Financial Technology and Natural Language Processing and the 1st Agent AI for Scenario Planning, pages 42–53, Jeju, South Korea. -.
Cite (Informal):
GPT-Signal: Generative AI for Semi-automated Feature Engineering in the Alpha Research Process (Wang et al., FinNLP 2024)
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PDF:
https://preview.aclanthology.org/nschneid-patch-4/2024.finnlp-2.4.pdf