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RePEcML & AI Methods

Assessing the Benefits of Optimized Agentic AI Systems for Asset Pricing

Optimized AI systems analyzing earnings call transcripts double explained variation in stock returns versus standard benchmarks while improving interpretability through human-readable decision rules.

Featured in No. 132 on 25 Sep 2026 · 8 days after release

Progress on Explaining Asset Prices Around Earnings Announcements
Figure 1: Progress on Explaining Asset Prices Around Earnings Announcements
Released
17 Sep 2026
First featured
No. 132 · 25 Sep 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
4 of 5
Identifier
RePEc:nbr:nberwo:35431
Authors
Ralph S. J. Koijen and Bradford Levy

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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