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. Disponível em: https://ciajournal.com/index.php/JACS/article/view/401. Acesso em: 5 sep. 2026.