2 papers
cs.AI2026
Buy the Rumor, Sell the News: When Is News Priced In?
Alireza Kargarzadeh, Nariman Khaledian, Navid Parvini +2
Two old market sayings hold that news is already priced in by the time it is published, and that the rumor is bought while the news is sold. Both place the price move associated wi…
q-fin.PM2025
Increase Alpha: Performance and Risk of an AI-Driven Trading Framework
Sid Ghatak, Arman Khaledian, Navid Parvini +1
There are inefficiencies in financial markets, with unexploited patterns in price, volume, and cross-sectional relationships. While many approaches use large-scale transformers, we…