Can Language Models Learn to Forecast Stock Prices

arXiv:2609.36914 · cs.CL · Submitted 2026-09-29 · Read on arXiv

cs.CL

Submitted: 2026-09-29

Updated: 2026-09-29

Terminology

• Benchmark — 23× in this paper · explained in 2 episodes
• Accuracy — 9× in this paper · explained in 1 episode
• Reinforcement Learning — 4× in this paper · explained in 4 episodes
• Fine-Tuning — 3× in this paper · explained in 5 episodes
• Aggregation — 2× in this paper · explained in 1 episode
• Supervised Fine-Tuning (SFT) — 2× in this paper · explained in 8 episodes
• Time Series Forecasting — 2× in this paper · explained in 3 episodes
• Agentic AI — 1× in this paper · explained in 1 episode
• Benchmarking — 1× in this paper · explained in 4 episodes
• Calibration — 1× in this paper · explained in 7 episodes
• Deep Reinforcement Learning — 1× in this paper · explained in 2 episodes
• Foundation Model — 1× in this paper · explained in 3 episodes
• Probabilistic Forecasting — 1× in this paper · explained in 3 episodes
• Provenance — 1× in this paper · explained in 4 episodes
• Proximal Policy Optimization (PPO) — 1× in this paper · explained in 5 episodes

Sources

• Chronos: Learning the Language of Time Series
• StockBench: Can LLM Agents Trade Stocks Profitably In Real-world Markets?
• LEAP: Likelihood Elicitation and Aggregation for LLM-based Probabilistic Forecasting
• Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns
• DeepSeek-R1: Incentivizing Reasoning Capability in LLMs via Reinforcement Learning
• Assessing Look-Ahead Bias in Stock Return Predictions Generated By GPT Sentiment Analysis
• Large Language Models Are Zero-Shot Time Series Forecasters
• Approaching Human-Level Forecasting with Language Models
• SWE-bench: Can Language Models Resolve Real-World GitHub Issues?
• Time-LLM: Time Series Forecasting by Reprogramming Large Language Models
• QuantEval: A Benchmark for Financial Quantitative Tasks in Large Language Models
• ComputerRL: Scaling End-to-End Online Reinforcement Learning for Computer Use Agents
• FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance
• Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models
• WebGPT: Browser-assisted question-answering with human feedback
• When Agents Trade: Live Multi-Market Trading Benchmark for LLM Agents
• Toolformer: Language Models Can Teach Themselves to Use Tools
• Proximal Policy Optimization Algorithms
• DeepSeekMath-V2: Towards Self-Verifiable Mathematical Reasoning
• Kronos: A Foundation Model for the Language of Financial Markets

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