What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-AIN-2024-10-28 (Artificial Intelligence)
- NEP-BIG-2024-10-28 (Big Data)
- NEP-CMP-2024-10-28 (Computational Economics)
- NEP-FMK-2024-10-28 (Financial Markets)
- NEP-HIS-2024-10-28 (Business, Economic and Financial History)
- NEP-RMG-2024-10-28 (Risk Management)
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