% ============================================================================
% References — UQO WP 13 (VQuant). All entries verified on 2026-10-17
% (Crossref, arXiv API, publisher or conference pages); see docs/CHANGELOG-REVISION.md.
% ============================================================================

% --- Design science ---
@article{hevner2004design,
  author  = {Hevner, Alan R. and March, Salvatore T. and Park, Jinsoo and Ram, Sudha},
  title   = {Design Science in Information Systems Research},
  journal = {MIS Quarterly},
  volume  = {28},
  number  = {1},
  pages   = {75--105},
  year    = {2004},
  doi     = {10.2307/25148625}
}

@article{peffers2007design,
  author  = {Peffers, Ken and Tuunanen, Tuure and Rothenberger, Marcus A. and Chatterjee, Samir},
  title   = {A Design Science Research Methodology for Information Systems Research},
  journal = {Journal of Management Information Systems},
  volume  = {24},
  number  = {3},
  pages   = {45--77},
  year    = {2007},
  doi     = {10.2753/MIS0742-1222240302}
}

@article{gregor2013positioning,
  author  = {Gregor, Shirley and Hevner, Alan R.},
  title   = {Positioning and Presenting Design Science Research for Maximum Impact},
  journal = {MIS Quarterly},
  volume  = {37},
  number  = {2},
  pages   = {337--355},
  year    = {2013},
  doi     = {10.25300/MISQ/2013/37.2.01}
}

% --- Language models and reasoning ---
@inproceedings{vaswani2017attention,
  author    = {Vaswani, Ashish and Shazeer, Noam and Parmar, Niki and Uszkoreit, Jakob and
               Jones, Llion and Gomez, Aidan N. and Kaiser, {\L}ukasz and Polosukhin, Illia},
  title     = {Attention Is All You Need},
  booktitle = {Advances in Neural Information Processing Systems},
  volume    = {30},
  pages     = {5998--6008},
  year      = {2017}
}

@inproceedings{brown2020language,
  author    = {Brown, Tom B. and Mann, Benjamin and Ryder, Nick and Subbiah, Melanie and Kaplan, Jared and
               Dhariwal, Prafulla and Neelakantan, Arvind and Shyam, Pranav and Sastry, Girish and
               Askell, Amanda and others},
  title     = {Language Models Are Few-Shot Learners},
  booktitle = {Advances in Neural Information Processing Systems},
  volume    = {33},
  pages     = {1877--1901},
  year      = {2020}
}

@inproceedings{wei2022chain,
  author    = {Wei, Jason and Wang, Xuezhi and Schuurmans, Dale and Bosma, Maarten and
               Ichter, Brian and Xia, Fei and Chi, Ed H. and Le, Quoc V. and Zhou, Denny},
  title     = {Chain-of-Thought Prompting Elicits Reasoning in Large Language Models},
  booktitle = {Advances in Neural Information Processing Systems},
  volume    = {35},
  pages     = {24824--24837},
  year      = {2022},
  doi       = {10.52202/068431-1800}
}

@article{liu2024lost,
  author  = {Liu, Nelson F. and Lin, Kevin and Hewitt, John and Paranjape, Ashwin and
             Bevilacqua, Michele and Petroni, Fabio and Liang, Percy},
  title   = {Lost in the Middle: How Language Models Use Long Contexts},
  journal = {Transactions of the Association for Computational Linguistics},
  volume  = {12},
  pages   = {157--173},
  year    = {2024},
  doi     = {10.1162/tacl_a_00638}
}

@article{ji2023hallucination,
  author  = {Ji, Ziwei and Lee, Nayeon and Frieske, Rita and Yu, Tiezheng and Su, Dan and Xu, Yan and
             Ishii, Etsuko and Bang, Ye Jin and Madotto, Andrea and Fung, Pascale},
  title   = {Survey of Hallucination in Natural Language Generation},
  journal = {ACM Computing Surveys},
  volume  = {55},
  number  = {12},
  pages   = {1--38},
  year    = {2023},
  doi     = {10.1145/3571730}
}

% --- Tool use and agents ---
@inproceedings{schick2023toolformer,
  author    = {Schick, Timo and Dwivedi-Yu, Jane and Dess{\`i}, Roberto and Raileanu, Roberta and
               Lomeli, Maria and Hambro, Eric and Zettlemoyer, Luke and Cancedda, Nicola and
               Scialom, Thomas},
  title     = {Toolformer: Language Models Can Teach Themselves to Use Tools},
  booktitle = {Advances in Neural Information Processing Systems},
  volume    = {36},
  pages     = {68539--68551},
  year      = {2023},
  doi       = {10.52202/075280-2997}
}

@inproceedings{yao2023react,
  author    = {Yao, Shunyu and Zhao, Jeffrey and Yu, Dian and Du, Nan and Shafran, Izhak and
               Narasimhan, Karthik and Cao, Yuan},
  title     = {{ReAct}: Synergizing Reasoning and Acting in Language Models},
  booktitle = {International Conference on Learning Representations (ICLR)},
  year      = {2023},
  note      = {arXiv:2210.03629}
}

@inproceedings{gao2023pal,
  author    = {Gao, Luyu and Madaan, Aman and Zhou, Shuyan and Alon, Uri and Liu, Pengfei and
               Yang, Yiming and Callan, Jamie and Neubig, Graham},
  title     = {{PAL}: Program-Aided Language Models},
  booktitle = {Proceedings of the 40th International Conference on Machine Learning},
  series    = {Proceedings of Machine Learning Research},
  volume    = {202},
  pages     = {10764--10799},
  year      = {2023}
}

@article{chen2023pot,
  author  = {Chen, Wenhu and Ma, Xueguang and Wang, Xinyi and Cohen, William W.},
  title   = {Program of Thoughts Prompting: Disentangling Computation from Reasoning for Numerical Reasoning Tasks},
  journal = {Transactions on Machine Learning Research},
  year    = {2023},
  note    = {arXiv:2211.12588}
}

@article{mialon2023augmented,
  author  = {Mialon, Gr{\'e}goire and Dess{\`i}, Roberto and Lomeli, Maria and Nalmpantis, Christoforos and
             Pasunuru, Ram and Raileanu, Roberta and Rozi{\`e}re, Baptiste and Schick, Timo and
             Dwivedi-Yu, Jane and Celikyilmaz, Asli and Grave, Edouard and LeCun, Yann and Scialom, Thomas},
  title   = {Augmented Language Models: A Survey},
  journal = {Transactions on Machine Learning Research},
  year    = {2023},
  note    = {arXiv:2302.07842}
}

@inproceedings{patil2024gorilla,
  author    = {Patil, Shishir G. and Zhang, Tianjun and Wang, Xin and Gonzalez, Joseph E.},
  title     = {Gorilla: Large Language Model Connected with Massive {APIs}},
  booktitle = {Advances in Neural Information Processing Systems},
  volume    = {37},
  pages     = {126544--126565},
  year      = {2024},
  doi       = {10.52202/079017-4020}
}

@inproceedings{qin2024toolllm,
  author    = {Qin, Yujia and Liang, Shihao and Ye, Yining and Zhu, Kunlun and Yan, Lan and Lu, Yaxi and
               Lin, Yankai and Cong, Xin and Tang, Xiangru and Qian, Bill and Zhao, Sihan and Hong, Lauren and
               Tian, Runchu and Xie, Ruobing and Zhou, Jie and Gerstein, Mark and Li, Dahai and Liu, Zhiyuan and
               Sun, Maosong},
  title     = {{ToolLLM}: Facilitating Large Language Models to Master 16000+ Real-World {APIs}},
  booktitle = {International Conference on Learning Representations (ICLR)},
  year      = {2024},
  note      = {arXiv:2307.16789}
}

@inproceedings{liu2024agentbench,
  author    = {Liu, Xiao and Yu, Hao and Zhang, Hanchen and Xu, Yifan and Lei, Xuanyu and Lai, Hanyu and
               Gu, Yu and Ding, Hangliang and Men, Kaiwen and Yang, Kejuan and Zhang, Shudan and Deng, Xiang and
               Zeng, Aohan and Du, Zhengxiao and Zhang, Chenhui and Shen, Sheng and Zhang, Tianjun and
               Su, Yu and Sun, Huan and Huang, Minlie and Dong, Yuxiao and Tang, Jie},
  title     = {{AgentBench}: Evaluating {LLMs} as Agents},
  booktitle = {International Conference on Learning Representations (ICLR)},
  year      = {2024},
  note      = {arXiv:2308.03688}
}

@inproceedings{shinn2023reflexion,
  author    = {Shinn, Noah and Cassano, Federico and Gopinath, Ashwin and Narasimhan, Karthik and Yao, Shunyu},
  title     = {Reflexion: Language Agents with Verbal Reinforcement Learning},
  booktitle = {Advances in Neural Information Processing Systems},
  volume    = {36},
  pages     = {8634--8652},
  year      = {2023},
  doi       = {10.52202/075280-0377}
}

@article{nakano2021webgpt,
  author  = {Nakano, Reiichiro and Hilton, Jacob and Balaji, Suchir and Wu, Jeff and Ouyang, Long and
             Kim, Christina and Hesse, Christopher and Jain, Shantanu and Kosaraju, Vineet and
             Saunders, William and Jiang, Xu and Cobbe, Karl and Eloundou, Tyna and Krueger, Gretchen and
             Button, Kevin and Knight, Matthew and Chess, Benjamin and Schulman, John},
  title   = {{WebGPT}: Browser-Assisted Question-Answering with Human Feedback},
  journal = {arXiv preprint arXiv:2112.09332},
  year    = {2021}
}

@article{wang2024agents,
  author  = {Wang, Lei and Ma, Chen and Feng, Xueyang and Zhang, Zeyu and Yang, Hao and Zhang, Jingsen and
             Chen, Zhiyuan and Tang, Jiakai and Chen, Xu and Lin, Yankai and Zhao, Wayne Xin and
             Wei, Zhewei and Wen, Ji-Rong},
  title   = {A Survey on Large Language Model Based Autonomous Agents},
  journal = {Frontiers of Computer Science},
  volume  = {18},
  number  = {6},
  pages   = {186345},
  year    = {2024},
  doi     = {10.1007/s11704-024-40231-1}
}

@misc{anthropic2026tooluse,
  author       = {{Anthropic}},
  title        = {Tool Use with {Claude}},
  howpublished = {Claude Developer Platform documentation, \url{https://platform.claude.com/docs/en/agents-and-tools/tool-use/overview}},
  year         = {2026},
  note         = {Accessed 17 October 2026}
}

@misc{mcp2025spec,
  author       = {{Model Context Protocol}},
  title        = {Model Context Protocol Specification, Revision 2025-06-18},
  howpublished = {\url{https://modelcontextprotocol.io/specification/2025-06-18}},
  year         = {2025},
  note         = {Accessed 17 October 2026}
}

% --- Evaluation ---
@inproceedings{zheng2023judge,
  author    = {Zheng, Lianmin and Chiang, Wei-Lin and Sheng, Ying and Zhuang, Siyuan and Wu, Zhanghao and
               Zhuang, Yonghao and Lin, Zi and Li, Zhuohan and Li, Dacheng and Xing, Eric P. and
               Zhang, Hao and Gonzalez, Joseph E. and Stoica, Ion},
  title     = {Judging {LLM}-as-a-Judge with {MT-Bench} and {Chatbot Arena}},
  booktitle = {Advances in Neural Information Processing Systems},
  volume    = {36},
  pages     = {46595--46623},
  year      = {2023},
  doi       = {10.52202/075280-2020}
}

@article{chang2024survey,
  author  = {Chang, Yupeng and Wang, Xu and Wang, Jindong and Wu, Yuan and Yang, Linyi and Zhu, Kaijie and
             Chen, Hao and Yi, Xiaoyuan and Wang, Cunxiang and Wang, Yidong and Ye, Wei and Zhang, Yue and
             Chang, Yi and Yu, Philip S. and Yang, Qiang and Xie, Xing},
  title   = {A Survey on Evaluation of Large Language Models},
  journal = {ACM Transactions on Intelligent Systems and Technology},
  volume  = {15},
  number  = {3},
  pages   = {1--45},
  year    = {2024},
  doi     = {10.1145/3641289}
}

@article{islam2023financebench,
  author  = {Islam, Pranab and Kannappan, Anand and Kiela, Douwe and Qian, Rebecca and Scherrer, Nino and
             Vidgen, Bertie},
  title   = {{FinanceBench}: A New Benchmark for Financial Question Answering},
  journal = {arXiv preprint arXiv:2311.11944},
  year    = {2023}
}

@inproceedings{xie2024finben,
  author    = {Xie, Qianqian and Han, Weiguang and Chen, Zhengyu and Xiang, Ruoyu and Zhang, Xiao and
               He, Yueru and Xiao, Mengxi and Li, Dong and Dai, Yongfu and Feng, Duanyu and Xu, Yijing and
               Kang, Haoqiang and Kuang, Ziyan and Yuan, Chenhan and Yang, Kailai and Luo, Zheheng and
               Zhang, Tianlin and Liu, Zhiwei and Xiong, Guojun and Zhang, Zhiyang and Lopez-Lira, Alejandro and
               others},
  title     = {{FinBen}: A Holistic Financial Benchmark for Large Language Models},
  booktitle = {Advances in Neural Information Processing Systems},
  volume    = {37},
  pages     = {95716--95743},
  year      = {2024},
  doi       = {10.52202/079017-3033}
}

% --- Retrieval and grounding ---
@inproceedings{lewis2020retrieval,
  author    = {Lewis, Patrick and Perez, Ethan and Piktus, Aleksandra and Petroni, Fabio and
               Karpukhin, Vladimir and Goyal, Naman and K{\"u}ttler, Heinrich and Lewis, Mike and
               Yih, Wen-tau and Rockt{\"a}schel, Tim and Riedel, Sebastian and Kiela, Douwe},
  title     = {Retrieval-Augmented Generation for Knowledge-Intensive {NLP} Tasks},
  booktitle = {Advances in Neural Information Processing Systems},
  volume    = {33},
  pages     = {9459--9474},
  year      = {2020}
}

@book{lopezdeprado2018advances,
  author    = {L{\'o}pez de Prado, Marcos},
  title     = {Advances in Financial Machine Learning},
  publisher = {John Wiley \& Sons},
  address   = {Hoboken, NJ},
  year      = {2018}
}

% --- LLMs and text in finance and economics ---
@article{loughran2016textual,
  author  = {Loughran, Tim and McDonald, Bill},
  title   = {Textual Analysis in Accounting and Finance: A Survey},
  journal = {Journal of Accounting Research},
  volume  = {54},
  number  = {4},
  pages   = {1187--1230},
  year    = {2016},
  doi     = {10.1111/1475-679X.12123}
}

@article{gentzkow2019text,
  author  = {Gentzkow, Matthew and Kelly, Bryan and Taddy, Matt},
  title   = {Text as Data},
  journal = {Journal of Economic Literature},
  volume  = {57},
  number  = {3},
  pages   = {535--574},
  year    = {2019},
  doi     = {10.1257/jel.20181020}
}

@article{li2021culture,
  author  = {Li, Kai and Mai, Feng and Shen, Rui and Yan, Xinyan},
  title   = {Measuring Corporate Culture Using Machine Learning},
  journal = {Review of Financial Studies},
  volume  = {34},
  number  = {7},
  pages   = {3265--3315},
  year    = {2021},
  doi     = {10.1093/rfs/hhaa079}
}

@article{wu2023bloomberggpt,
  author  = {Wu, Shijie and Irsoy, Ozan and Lu, Steven and Dabravolski, Vadim and Dredze, Mark and
             Gehrmann, Sebastian and Kambadur, Prabhanjan and Rosenberg, David and Mann, Gideon},
  title   = {{BloombergGPT}: A Large Language Model for Finance},
  journal = {arXiv preprint arXiv:2303.17564},
  year    = {2023}
}

@article{yang2023fingpt,
  author  = {Yang, Hongyang and Liu, Xiao-Yang and Wang, Christina Dan},
  title   = {{FinGPT}: Open-Source Financial Large Language Models},
  journal = {arXiv preprint arXiv:2306.06031},
  year    = {2023}
}

@inproceedings{li2023survey,
  author    = {Li, Yinheng and Wang, Shaofei and Ding, Han and Chen, Hang},
  title     = {Large Language Models in Finance: A Survey},
  booktitle = {Proceedings of the Fourth ACM International Conference on AI in Finance (ICAIF '23)},
  pages     = {374--382},
  year      = {2023},
  doi       = {10.1145/3604237.3626869}
}

@article{lopezlira2026chatgpt,
  author  = {Lopez-Lira, Alejandro and Tang, Yuehua},
  title   = {Can {ChatGPT} Forecast Stock Price Movements? Return Predictability and Large Language Models},
  journal = {Journal of Financial Economics},
  volume  = {184},
  pages   = {104335},
  year    = {2026},
  doi     = {10.1016/j.jfineco.2026.104335}
}

@unpublished{chen2023expected,
  author = {Chen, Yifei and Kelly, Bryan and Xiu, Dacheng},
  title  = {Expected Returns and Large Language Models},
  note   = {Working paper, Yale University and University of Chicago Booth School of Business},
  year   = {2023}
}

@unpublished{hansen2023fedspeak,
  author = {Hansen, Anne Lundgaard and Kazinnik, Sophia},
  title  = {Can {ChatGPT} Decipher {Fedspeak}?},
  note   = {SSRN working paper 4399406, \url{https://doi.org/10.2139/ssrn.4399406}},
  year   = {2023}
}

@unpublished{kim2024financial,
  author = {Kim, Alex and Muhn, Maximilian and Nikolaev, Valeri},
  title  = {Financial Statement Analysis with Large Language Models},
  note   = {Chicago Booth Research Paper, SSRN 4835311, \url{https://doi.org/10.2139/ssrn.4835311}; arXiv:2407.17866, withdrawn by the authors on 20 February 2025 pending a review of data inconsistencies},
  year   = {2024}
}

@article{fatouros2025marketsenseai,
  author  = {Fatouros, Georgios and Metaxas, Konstantinos and Soldatos, John and Kyriazis, Dimosthenis},
  title   = {Can Large Language Models Beat {Wall Street}? Evaluating {GPT-4}'s Impact on Financial Decision-Making with {MarketSenseAI}},
  journal = {Neural Computing and Applications},
  volume  = {37},
  number  = {30},
  pages   = {24893--24918},
  year    = {2025},
  doi     = {10.1007/s00521-024-10613-4}
}

@article{korinek2023generative,
  author  = {Korinek, Anton},
  title   = {Generative {AI} for Economic Research: Use Cases and Implications for Economists},
  journal = {Journal of Economic Literature},
  volume  = {61},
  number  = {4},
  pages   = {1281--1317},
  year    = {2023},
  doi     = {10.1257/jel.20231736}
}

@article{dell2025deep,
  author  = {Dell, Melissa},
  title   = {Deep Learning for Economists},
  journal = {Journal of Economic Literature},
  volume  = {63},
  number  = {1},
  pages   = {5--58},
  year    = {2025},
  doi     = {10.1257/jel.20241733}
}

% --- Classical quantitative finance ---
@article{black1973pricing,
  author  = {Black, Fischer and Scholes, Myron},
  title   = {The Pricing of Options and Corporate Liabilities},
  journal = {Journal of Political Economy},
  volume  = {81},
  number  = {3},
  pages   = {637--654},
  year    = {1973},
  doi     = {10.1086/260062}
}

@article{merton1973theory,
  author  = {Merton, Robert C.},
  title   = {Theory of Rational Option Pricing},
  journal = {Bell Journal of Economics and Management Science},
  volume  = {4},
  number  = {1},
  pages   = {141--183},
  year    = {1973},
  doi     = {10.2307/3003143}
}

@article{engle1982autoregressive,
  author  = {Engle, Robert F.},
  title   = {Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of
             United Kingdom Inflation},
  journal = {Econometrica},
  volume  = {50},
  number  = {4},
  pages   = {987--1007},
  year    = {1982},
  doi     = {10.2307/1912773}
}

@article{bollerslev1986generalized,
  author  = {Bollerslev, Tim},
  title   = {Generalized Autoregressive Conditional Heteroskedasticity},
  journal = {Journal of Econometrics},
  volume  = {31},
  number  = {3},
  pages   = {307--327},
  year    = {1986},
  doi     = {10.1016/0304-4076(86)90063-1}
}

@book{glasserman2004monte,
  author    = {Glasserman, Paul},
  title     = {Monte Carlo Methods in Financial Engineering},
  publisher = {Springer},
  address   = {New York},
  year      = {2004},
  doi       = {10.1007/978-0-387-21617-1}
}

@book{jorion2007value,
  author    = {Jorion, Philippe},
  title     = {Value at Risk: The New Benchmark for Managing Financial Risk},
  edition   = {3rd},
  publisher = {McGraw-Hill},
  address   = {New York},
  year      = {2007}
}