Short Interest Trend Prediction with Large Language Models
Zhaomin Xiao, Zhelu Mai, Yachen Cui, Zhuoer Xu, Jiancheng Li · 2024
This paper studies the problem of short interest trend prediction using large language models. To do so, we provide a formal task definition and create a dataset for this task. We conduct extensive experiments with various types of large language models in different settings of in-context learning. Our results show that large language models have gained knowledge pertaining to short sale interest trends, and providing examples is beneficial.