2 papers
q-fin.TR2026
Velocity- and Regime-Aware Detection of Intraday Options Market Manipulation, with Explainable Attribution
Alex Chen, Maria Hybinette
Intraday market manipulation is hard to detect because its footprint is brief, buried in millions of quotes, and statistically similar to ordinary volatility. Detectors reach high…
q-fin.CP2025
Is All the Information in the Price? LLM Embeddings versus the EMH in Stock Clustering
Bingyang Wang, Grant Johnson, Maria Hybinette +1
This paper investigates whether artificial intelligence can enhance stock clustering compared to traditional methods. We consider this in the context of the semi-strong Efficient M…