Thinking Fast, trading late: System One decision models vs the market
Read the original at arxiv.org→arXiv:2611.03985v1 Announce Type: new Abstract: Large language models (LLMs) read company news at scale, and backtests suggest that their readings predict stock returns. We ask how much of that predictability...
Original headline: "Thinking Fast, Trading Late: System One Decision Models vs the Market"
Coverage timeline
- Nov 4, 05:00 UTC arXiv cs.AI lead source Thinking Fast, Trading Late: System One Decision Models vs the Market
- Nov 4, 05:00 UTC arXiv cs.LG Honest Small Decision Models for Finance: Scale, Specialization Collapse, and Mixed-Corpus Remediation