In the dynamic and data-driven landscape of financial markets, this paper introduces MarketSenseAI, a novel AI-driven framework leveraging the advanced reasoning capabilities of GPT-4 for scalable stock selection. MarketSenseAI incorporates Chain of Thought and In-Context Learning methodologies to analyze a wide array of data sources, including market price dynamics, financial news, company fundamentals, and macroeconomic reports emulating the decision making process of prominent financial investment teams. The development, implementation, and empirical validation of MarketSenseAI are detailed, with a focus on its ability to provide actionable investment signals (buy, hold, sell) backed by cogent explanations. A notable aspect of this study is the use of GPT-4 not only as a predictive tool but also as an evaluator, revealing the significant impact of the AI-generated explanations on the reliability and acceptance of the suggested investment signals. In an extensive empirical evaluation with S&P 100 stocks, MarketSenseAI outperformed the benchmark index by 13%, achieving returns up to 40%, while maintaining a risk profile comparable to the market. These results demonstrate the efficacy of Large Language Models in complex financial decision-making and mark a significant advancement in the integration of AI into financial analysis and investment strategies. This research contributes to the financial AI field, presenting an innovative approach and underscoring the transformative potential of AI in revolutionizing traditional financial analysis investment methodologies.

翻译：在金融市场的动态且数据驱动的背景下，本文介绍了MarketSenseAI，这是一个基于人工智能的新型框架，利用GPT-4的高级推理能力进行可扩展的股票选择。MarketSenseAI融合了思维链和上下文学习方法来分析广泛的数据源，包括市场价格动态、金融新闻、公司基本面以及宏观经济报告，模拟著名金融投资团队的决策过程。本文详细阐述了MarketSenseAI的开发、实施和实证验证，重点关注其提供基于合理解释的可操作投资信号（买入、持有、卖出）的能力。本研究的一个显著特点是不仅将GPT-4作为预测工具，还将其作为评估者使用，揭示了人工智能生成的解释对建议投资信号可靠性和接受度的显著影响。在对标普100股票进行的广泛实证评估中，MarketSenseAI以13%的优势超越基准指数，最高实现40%的回报，同时保持了与市场相当的风险水平。这些结果证明了大型语言模型在复杂金融决策中的有效性，并标志着人工智能在金融分析和投资策略整合中的重大进步。本研究为金融人工智能领域做出了贡献，提出了一种创新方法，并强调了人工智能在革新传统金融分析和投资方法中的变革潜力。