arXiv · cs.AI · Amir Dehkordi (Independent Researcher), Alireza Kargarzadeh (TailState Intelligence Ltd), Nariman Khaledian (Independent Researcher), Navid Parvini (Zanista AI Ltd), Sid Ghatak (Increase Alpha, LLC), Arman Khaledian (Zanista AI Ltd) · 5 小时前模型评分65
OLIVIA 协议检验大语言模型读新闻预测股价的能力
Thinking Fast, Trading Late: System One Decision Models vs the Market
导读
研究提出 OLIVIA 协议，用时间点输入、公司身份遮蔽、仅用验证集选择、哈希冻结分析计划和一次性解盲测试期，检验 人工智能（AI，Artificial Intelligence） 决策模型读新闻预测标普 500 股票收益的能力。
分类置信度
中 · 待人工复核
- 只有单一媒体来源，需要人工复核。
来源级别：媒体与个人
应用领域：金融
事件类型：研究发布
证据摘录
- “We propose OLIVIA, a protocol for such tests: point-in-time inputs with company identities masked, selection on validation data only, an analysis plan frozen by cryptographic hash, and a test period unblinded once through a logged lock.”
- “The fine-tuned model's signal replicated on two validation quarters (daily information coefficients 0.055 and 0.065) but fell to 0.020 (t = 1.7) on the blinded January-July 2026 test.”
- “No model can tell over- from under-reaction, and no pre-registered strategy survives costs and a deflated Sharpe ratio.”
来源：arXiv · cs.AI · arxiv.org