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Published at November 29

Leveraging Large Language Models for Institutional Portfolio Management: Persona-Based Ensembles

cs.CE

cs.MA

Released Date: November 29, 2024

Authors: Yoshia Abe¹, Shuhei Matsuo¹, Ryoma Kondo², Ryohei Hisano²

Aff.: ¹Graduate School of Information Science and Technology, The University of Tokyo; ²Graduate School of Information Science and Technology, The University of Tokyo, The Canon Institute for Global Studies

Arxiv: http://arxiv.org/pdf/2411.19515v1

Metric	CPI Trend	Best-mean	Win-ratio-buy-and-hold
Return	High	Buy-and-hold	CM(D2)
	Low	Buy-and-hold	Pattern 1
Volatility	High	Buy-and-hold	RG(S10)
	Low	RG(S10)	RG(S10)
Max drawdown	High	RG(S5)	RG(S5)
	Low	Buy-and-hold	Pattern 1
Sharpe ratio	High	Pattern 1	Pattern 1
	Low	Buy-and-hold	Pattern 1