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Nan-Jiang Du

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Sep 2026

Master Modeler: Learning Institutional Portfolio Construction with Large Language Models

Investment institutions exert substantial influence on asset prices, liquidity, and market stability, making the ability to forecast their portfolio adjustments both academically and practically important. We study modeling investment institutions by fine-tuning large language models (LLMs) to predict next-quarter chan...

Yu-Xiang Cheng, Nan-Jiang Du, Qi-Da Mou et al. · 0 citations

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