Time Machine GPT

no code implementations • 29 Apr 2024 • Felix Drinkall, Eghbal Rahimikia, Janet B. Pierrehumbert, Stefan Zohren

Large language models (LLMs) are often trained on extensive, temporally indiscriminate text corpora, reflecting the lack of datasets with temporal metadata.

Time Series Time Series Forecasting

Realised Volatility Forecasting: Machine Learning via Financial Word Embedding

no code implementations • 1 Aug 2021 • Eghbal Rahimikia, Stefan Zohren, Ser-Huang Poon

This study develops FinText, a financial word embedding compiled from 15 years of business news archives.

BIG-bench Machine Learning Word Embeddings