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March 3, 2026Frontiers in Artificial Intelligence4 citationsOpen Access

Large language model-driven time-series forecasting of financial network indicators

MWMini Han WangChinese University of Hong KongYYYing YeungShenzhen Polytechnic

Key Points

  • Time-series forecasting reveals potential early warnings of systemic risk, benefiting both investors and regulators.
  • Findings indicate that language-informed graph forecasting can provide economically interpretable insights.
  • Analysis focused on financial network indicators and the implications for market surveillance practices.
  • Highlights the broader potential for enhancing policy design using advanced forecasting methodologies.

Abstract

These findings demonstrate that LLM-driven time-series forecasting can provide early warnings of systemic risk and generate economically interpretable insights for investors and regulators. The results highlight the broader potential of language-informed graph forecasting as a new paradigm for financial market surveillance and policy design.

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Cite This Study

Wang et al. (2026) studied this question.

synapsesocial.com/papers/69a75bc7c6e9836116a23be3https://doi.org/10.3389/frai.2026.1722121
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