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Multi-Perspective Analysis For Derivative Financial Product Prediction With Stacked Recurrent Neural Networks, Natural Language Processing And Large Language Model, Ethan Lo

Dissertations, Theses, and Capstone Projects

This study developed a multi-perspective, AI-powered model for predicting E-Mini S&P 500 Index Futures prices, tackling the challenging market dynamics of these derivative financial instruments. Leveraging FinBERT for analysis of Wall Street Journal data alongside technical indicators, trader positioning, and economic factors, my stacked recurrent neural network built with LSTMs and GRUs achieves significantly improved accuracy compared to single sub-models. Furthermore, ChatGPT generation of human-readable analysis reports demonstrates the feasibility of using large language models in financial analysis. This research pioneers the use of stacked RNNs and LLMs for multi-perspective financial analysis, offering a novel blueprint for automated prediction and …