Leakage-Aware Benchmarking of LLM Forecasting: Real-Time Nowcasts as the Decision-Time Input for Macro Factor Ranking
泄露感知的LLM预测基准测试:实时预测作为宏观因子排序的决策时间输入
机构 * Independent Researcher(独立研究者)
AI总结 提出一种泄露控制的因子排序方法,使用检索增强的7B开源LLM预测器,在决策时间仅利用滞后宏观变量、近期事件摘要和实时通胀预测,实现中位数Spearman秩IC为+0.154,并验证了实时通胀信息和宏观相似检索对中位数信号的主导作用。
Comments 10 pages, 4 figures. Accepted at the ICML 2026 Workshop on AI Forecasting (Forecasting as a New Frontier of Intelligence). Non-archival. OpenReview: https://openreview.net/forum?id=mi8QiWomm3