Grant Johnson

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Natural Language Processing (1)

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Bingyang Wang (1)Maria Hybinette (1)T. Balch (1)

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Sep 1, 2025

Bingyang Wang +3Sep 1, 2025

Is All the Information in the Price? LLM Embeddings versus the EMH in Stock Clustering

Despite the hype, LLM embeddings of news headlines can't beat price-based clustering for predicting stock returns, reinforcing the Efficient Market Hypothesis.

Bingyang Wang, Grant Johnson, Maria Hybinette +1

Natural Language Processing

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Grant Johnson

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Papers (1)