Explanatory power analysis on Fama-French 3-factor residuals
0.61Coefficientvicuna-13b-chat
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| vicuna-13b-chatFramework=FinRipple2025.05 | 0.61 | 0.001 | 55 | |
| Llama2-7b-chatFramework=FinRipple2025.05 | 0.52 | 0.021 | 27.5 | |
| vicuna-7b-chatFramework=FinRipple2025.05 | 0.515 | 0.001 | 48.5 | |
| vicuna-13b-chatFramework=RAG2025.05 | 0.505 | 0.028 | 14.5 | |
| Llama2-13b-chatFramework=FinRipple2025.05 | 0.445 | 0.013 | 39 | |
| Gemma-2-9b-itFramework=FinRipple2025.05 | 0.395 | 0.001 | 44.5 | |
| Llama3-8b-instructFramework=FinRipple2025.05 | 0.37 | 0.007 | 40 | |
| vicuna-13b-chatFramework=FinRipple/w-o alignment2025.05 | 0.365 | 0.106 | 34.2 | |
| Gemma-2-9b-itFramework=FinRipple/w-o alignment2025.05 | 0.305 | 0.33 | 39.5 | |
| vicuna-13b-chatFramework=ICL2025.05 | 0.29 | 0.031 | 25.5 | |
| Phi-3.5-mini-instructFramework=FinRipple2025.05 | 0.285 | 0.005 | 33.5 | |
| vicuna-7b-chatFramework=FinRipple/w-o alignment2025.05 | 0.25 | 0.188 | 25.6 | |
| vicuna-7b-chatFramework=ICL2025.05 | 0.215 | 0.142 | 13.4 | |
| Llama3-8b-instructFramework=FinRipple/w-o alignment2025.05 | 0.211 | 0.402 | 17.8 | |
| Phi-3.5-mini-instructFramework=FinRipple/w-o alignment2025.05 | 0.202 | 0.285 | 33.5 | |
| GPT 4o-miniFramework=RAG2025.05 | 0.198 | 0.215 | 5.1 | |
| GPT 4.0-previewFramework=ICL2025.05 | 0.195 | 0.512 | 13.8 | |
| Llama2-13b-chatFramework=FinRipple/w-o alignment2025.05 | 0.182 | 0.314 | 19.5 | |
| Gemma-2-9b-itFramework=ICL2025.05 | 0.178 | 0.144 | 26.5 | |
| Llama2-7b-chatFramework=FinRipple/w-o alignment2025.05 | 0.175 | 0.47 | 28.5 | |
| vicuna-13b-chatFramework=Zero-Shot2025.05 | 0.172 | 0.21 | 12.3 | |
| GPT 4.0-previewFramework=RAG2025.05 | 0.165 | 0.328 | 4.5 | |
| Llama2-13b-chatFramework=ICL2025.05 | 0.158 | 0.245 | 13.8 | |
| vicuna-7b-chatFramework=RAG2025.05 | 0.158 | 0.235 | 9.5 | |
| GPT 4o-miniFramework=ICL2025.05 | 0.155 | 0.209 | 12.1 | |
| GPT 4o-miniFramework=Zero-Shot2025.05 | 0.145 | 0.312 | 5.5 | |
| Llama2-13b-chatFramework=RAG2025.05 | 0.132 | 0.405 | 7.4 | |
| GPT 4.0-previewFramework=Zero-Shot2025.05 | 0.119 | 0.389 | 6.3 | |
| vicuna-7b-chatFramework=Zero-Shot2025.05 | 0.112 | 0.4 | 7.8 | |
| Gemma-2-9b-itFramework=RAG2025.05 | 0.112 | 0.298 | 6.1 | |
| Llama3-8b-instructFramework=RAG2025.05 | 0.102 | 0.365 | 5.1 | |
| Phi-3.5-mini-instructFramework=RAG2025.05 | 0.097 | 0.512 | 3.2 | |
| Llama2-13b-chatFramework=Zero-Shot2025.05 | 0.095 | 0.445 | 6.5 | |
| Gemma-2-9b-itFramework=Zero-Shot2025.05 | 0.089 | 0.423 | 4.7 | |
| Llama3-8b-instructFramework=ICL2025.05 | 0.088 | 0.37 | 9.9 | |
| Phi-3.5-mini-instructFramework=ICL2025.05 | 0.075 | 0.086 | 15.3 | |
| GPT 3.5Framework=ICL2025.05 | 0.069 | 0.322 | 12 | |
| Llama3-8b-instructFramework=Zero-Shot2025.05 | 0.067 | 0.38 | 3 | |
| GPT 3.5Framework=RAG2025.05 | 0.06 | 0.455 | 1.8 | |
| Llama2-7b-chatFramework=ICL2025.05 | 0.058 | 0.145 | 9 | |
| Phi-3.5-mini-instructFramework=Zero-Shot2025.05 | 0.056 | 0.67 | 2.6 | |
| GPT 3.5Framework=Zero-Shot2025.05 | 0.045 | 0.55 | 3.9 | |
| Llama2-7b-chatFramework=Zero-Shot2025.05 | 0.04 | 0.657 | 2.1 | |
| Llama2-7b-chatFramework=RAG2025.05 | 0.021 | 0.482 | 1.3 |