HyperLobe
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Innovating finance with AI-driven insights
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”Those who can imagine anything can create the impossible.” Alan Turing
OUR
Models
Holistic View
By incorporating a wide range of data sources, the model can better capture financial markets' complex and dynamic nature and reduce the risk of relying too heavily on any single variable or data source. Moreover, a diverse set of inputs can help identify hidden relationships and dependencies that may not be apparent from a single data source or variable. This can lead to better insights and more accurate predictions about the behavior of financial markets or assets.
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We solved the data integration problem by using LLMs!
Pre-trained Models
We use pre-trained Large Language Models that are fine-tuned on financial data as our building blocks to understand different sources of information; we don't start from scratch. That is our secret weapon to integrate and analyze many sources without overfitting!
Input:
Output:
News Understanding
Social media platforms have become powerful tools for investors and traders to exchange information and insights, share news and analysis, and influence market sentiment.
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Whether positive or negative, news events can also affect stock prices and market trends. For example, announcements about company earnings, mergers, and acquisitions, or regulatory changes can cause fluctuations in stock prices.
Analyzing social media and news sources allows us to gain insights into the public's perceptions and reactions to events, products, and services, which can inform investment decisions. Social media and news can also serve as early warning indicators for potential risks or opportunities, enabling investors to react quickly and stay ahead of market trends.
Model's Summary
Model's Sentiment detection
ABOUT
WE ARE
We are a team of scientists with expertise in AI, neuroscience, and computer science based in London. We are integrating many financial sources building the world financial timeline and models that can understand it holistically; for the first time.