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Does anyone understand how the Market Expert works? It takes in numerical OHLC data and converts it to embeddings for use by the LLM… but embedding are also num
by 16th_hop 1y ago
Does anyone understand how the Market Expert works? It takes in numerical OHLC data and converts it to embeddings for use by the LLM… but embedding are also numbers so I don’t see how that’s any easier for the LLM to process since it’s a language model.
> The Market Analyst LLM focuses on analyzing historical OHLCV (Open, High, Low, Close, Vol-
ume) data to predict stock movements. However, time series data is inherently continuous and lacks
the discrete token structure that LLMs are designed to process. This misalignment poses a signifi-
cant challenge in effectively utilizing LLMs on time series. To this end, we utilize a reprogramming
mechanism Jin et al. (2024) to reprogram the input financial time series into text prototype repre-
sentations.