4 papers
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…
Large Language Model-Driven Small-Capitalization Trading: Integrating Financial News Sentiment, Macroeconomic Indicators, and Technical Signals
Alireza Kargarzadeh, Nariman Khaledian, Navid Parvini +1
Large language models can extract richer signals from financial news than fixed sentiment lexicons, and recent work has explored feeding such signals into portfolio construction. W…
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…
PCA-RAG: Principal Component Analysis for Efficient Retrieval-Augmented Generation
Arman Khaledian, Amirreza Ghadiridehkordi, Nariman Khaledian
Retrieval-Augmented Generation (RAG) has emerged as a powerful paradigm for grounding large language models in external knowledge sources, improving the precision of agents respons…