DisclosureBeta: A Measurement-Channel Theory for Regime-Conditioned Betas from LLM-Read Risk Disclosures

By Wong Ping Kuen (Ricky)

Published 2026-07-05

Everscope rating

1433.1

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

2 / 5

About this paper

Methodology: Measurement-Channel Theory for LLM-Conditioned Factor Loadings. Problem types: Regression, Risk Management, Portfolio Optimization, Causal Inference, Dimensionality Reduction, Time Series Forecasting.

arXiv:2609.02900 · Paper rankings

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