ChatGPT-Based Investment Portfolio Selection

Ali H, Aysan AF (2023) What will ChatGPT revolutionize in financial industry? (March 28, 2023). Available at SSRN: https://doi.org/10.2139/ssrn.4403372

Lo AW, Singh M (2023) ChatGPT: from ELIZA to ChatGPT: the evolution of natural language processing and financial applications. J Portfolio Manage 49(7):201–235. https://doi.org/10.3905/jpm.2023.1.512

Lopez-Lira A, Tang Y (2023) Can ChatGPT forecast stock price movements? Return predictability and large language models. Available at SSRN: https://doi.org/10.2139/ssrn.4412788

Niszczota P, Abbas S (2023) GPT as a financial advisor. Available at SSRN: https://doi.org/10.2139/ssrn.4384861

Zaremba A, Demir, E (2023) ChatGPT: Unlocking the future of NLP in finance. Available at SSRN: https://doi.org/10.2139/ssrn.4323643

Biswas S, Joshi N, Mukhopadhyaya JN (2023) ChatGPT in investment decision making: an introductory discussion. Technical Report. https://doi.org/10.13140/RG.2.2.36417.43369

Cao L (2023) ChatGPT and the future of investment management. CFA Institute Blogs. http://blogs.cfainstitute.org/investor/2023/02/24/chatgpt-and-the-future-of-investment-management/

Cascio M (2022) Build an investment portfolio with ChatGPT. Medium, Data Driven Investor. http://medium.datadriveninvestor.com/build-an-investment-portfolio-with-chatgpt-12482bb88a76

Ko H, Lee J (2023) Can ChatGPT improve investment decision? From a Portfolio Management Perspective. Available at SSRN: https://doi.org/10.2139/ssrn.4390529

Koa H, Leea J (2023) The role of ChatGPT in portfolio management. Wall St Insider Report. http://www.wallstreetinsiderreport.com/p/the-role-of-chatgpt-in-portfolio

O M (2023) How to nudge ChatGPT to build an investment portfolio for long-term success. Medium, Medium, The Generator. http://medium.com/the-generator/chatgpt-please-build-an-investment-portfolio-for-me-can-you-e988170d1039

OpenAI (2023) GPT-4 technical report. https://doi.org/10.48550/arXiv.2303.08774

Markowitz HM (1952) Portfolio selection. J Finance 7(1):77–91. https://doi.org/10.2307/2975974

Sharpe WF (1966) Mutual fund performance. J Bus 39(1):119–138. http://www.jstor.org/stable/2351741

Chang TJ, Meade N, Beasley JE, Sharaiha YM (2000) Heuristics for cardinality constrained portfolio optimisation. Comput Oper Res 27(13):1271–1302. https://doi.org/10.1016/S0305-0548(99)00074-X

Diamond S, Boyd S (2016) CVXPY: a Python-embedded modeling language for convex optimization. J Mach Learn Res 17(1):2909–2913. https://doi.org/10.5555/2946645.3007036

IBM (2022) IBM ILOG CPLEX 22.1.1 User Manual. IBM Corp. http://www.ibm.com/docs/en/icos/22.1.1