GUANZHENG ZHAO; KENNY ZHANG. From Earnings Calls to Earnings Events: An LLM-Guided Separation of Discretionary and Systematic Volatility Trading Signals. Journal of Advanced Computing Systems , [S. l.], v. 4, n. 3, p. 126–143, 2024. DOI: 10.69987/JACS.2024.40309. Disponível em: https://scipublication.com/index.php/JACS/article/view/401.. Acesso em: 20 jun. 2026.