arXiv q-fin· Alireza Kargarzadeh, Nariman Khaledian, Navid Parvini, Sid Ghatak, Arman Khaledian·· 13 hr agoAI Score58
Buy the Rumor, Sell the News: When News Gets Priced In
Buy the Rumor, Sell the News: When Is News Priced In?
AI summary
Based on 4.57 million news articles covering approximately 3,000 US stocks from 2023 to 2026, the paper uses a compact classifier distilled from a large model teacher to label news with 17 event categories and 5 attributes, clustering them into 1.68 million stock-day events, of which 364,405 are neutral sentiment events serving as a placebo.
Source:arXiv q-fin · arxiv.org
Machine LearningLarge Language Model ApplicationsPaper Research#Papers / Research#Large Language Model Applications#Machine Learning#US Stocks#arXiv