2 papers
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…
stat.AP2025
Feature Augmentations for High-Dimensional Learning
Xiaonan Zhu, Bingyan Wang, Jianqing Fan
High-dimensional measurements are often correlated which motivates their approximation by factor models. This holds also true when features are engineered via low-dimensional inter…