Thinking Fast, Trading Late: System One Decision Models vs the Market

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 survives a test that rules out look-ahead, memorization and selection. We propose OLIVIA, a

arXiv cs.AIMittwoch 06:00 · 04.11.1 Min. Lesezeit