% ============================================================================
% References — BibTeX Database
% ============================================================================

% --- 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},
  year      = {2017}
}

@inproceedings{brown2020language,
  author    = {Brown, Tom B. and Mann, Benjamin and Ryder, Nick and Subbiah, Melanie 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}
}

@article{bommasani2021opportunities,
  author  = {Bommasani, Rishi and Hudson, Drew A. and Adeli, Ehsan and Altman, Russ and others},
  title   = {On the Opportunities and Risks of Foundation Models},
  journal = {arXiv preprint arXiv:2108.07258},
  year    = {2021}
}

% --- 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},
  year      = {2023}
}

@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}
}

@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 = {International Conference on Machine Learning (ICML)},
  pages     = {10764--10799},
  year      = {2023}
}

@misc{anthropic2024tooluse,
  author       = {{Anthropic}},
  title        = {Tool Use (Function Calling) with the {Claude} {API}},
  howpublished = {Anthropic Documentation},
  year         = {2024}
}

% --- 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},
  year      = {2018}
}

% --- LLMs in finance ---
@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}
}

@article{lopezlira2023chatgpt,
  author  = {Lopez-Lira, Alejandro and Tang, Yuehua},
  title   = {Can {ChatGPT} Forecast Stock Price Movements? Return Predictability and Large
             Language Models},
  journal = {arXiv preprint arXiv:2304.07619},
  year    = {2023}
}

@article{kim2024financial,
  author  = {Kim, Alex and Muhn, Maximilian and Nikolaev, Valeri},
  title   = {Financial Statement Analysis with Large Language Models},
  journal = {arXiv preprint arXiv:2407.17866},
  year    = {2024}
}

% --- 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}
}

@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}
}

@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}
}

@article{bollerslev1986generalized,
  author  = {Bollerslev, Tim},
  title   = {Generalized Autoregressive Conditional Heteroskedasticity},
  journal = {Journal of Econometrics},
  volume  = {31},
  number  = {3},
  pages   = {307--327},
  year    = {1986}
}

@book{glasserman2004monte,
  author    = {Glasserman, Paul},
  title     = {Monte Carlo Methods in Financial Engineering},
  publisher = {Springer},
  year      = {2004}
}

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