TeX 93.9%
Python 6%
1% ============================================================================2% References — UQO WP 13 (VQuant). All entries verified on 2026-10-173% (Crossref, arXiv API, publisher or conference pages); see docs/CHANGELOG-REVISION.md.4% ============================================================================56% --- Design science ---7@article{hevner2004design,8 author = {Hevner, Alan R. and March, Salvatore T. and Park, Jinsoo and Ram, Sudha},9 title = {Design Science in Information Systems Research},10 journal = {MIS Quarterly},11 volume = {28},12 number = {1},13 pages = {75--105},14 year = {2004},15 doi = {10.2307/25148625}16}1718@article{peffers2007design,19 author = {Peffers, Ken and Tuunanen, Tuure and Rothenberger, Marcus A. and Chatterjee, Samir},20 title = {A Design Science Research Methodology for Information Systems Research},21 journal = {Journal of Management Information Systems},22 volume = {24},23 number = {3},24 pages = {45--77},25 year = {2007},26 doi = {10.2753/MIS0742-1222240302}27}2829@article{gregor2013positioning,30 author = {Gregor, Shirley and Hevner, Alan R.},31 title = {Positioning and Presenting Design Science Research for Maximum Impact},32 journal = {MIS Quarterly},33 volume = {37},34 number = {2},35 pages = {337--355},36 year = {2013},37 doi = {10.25300/MISQ/2013/37.2.01}38}3940% --- Language models and reasoning ---41@inproceedings{vaswani2017attention,42 author = {Vaswani, Ashish and Shazeer, Noam and Parmar, Niki and Uszkoreit, Jakob and43 Jones, Llion and Gomez, Aidan N. and Kaiser, {\L}ukasz and Polosukhin, Illia},44 title = {Attention Is All You Need},45 booktitle = {Advances in Neural Information Processing Systems},46 volume = {30},47 pages = {5998--6008},48 year = {2017}49}5051@inproceedings{brown2020language,52 author = {Brown, Tom B. and Mann, Benjamin and Ryder, Nick and Subbiah, Melanie and Kaplan, Jared and53 Dhariwal, Prafulla and Neelakantan, Arvind and Shyam, Pranav and Sastry, Girish and54 Askell, Amanda and others},55 title = {Language Models Are Few-Shot Learners},56 booktitle = {Advances in Neural Information Processing Systems},57 volume = {33},58 pages = {1877--1901},59 year = {2020}60}6162@inproceedings{wei2022chain,63 author = {Wei, Jason and Wang, Xuezhi and Schuurmans, Dale and Bosma, Maarten and64 Ichter, Brian and Xia, Fei and Chi, Ed H. and Le, Quoc V. and Zhou, Denny},65 title = {Chain-of-Thought Prompting Elicits Reasoning in Large Language Models},66 booktitle = {Advances in Neural Information Processing Systems},67 volume = {35},68 pages = {24824--24837},69 year = {2022},70 doi = {10.52202/068431-1800}71}7273@article{liu2024lost,74 author = {Liu, Nelson F. and Lin, Kevin and Hewitt, John and Paranjape, Ashwin and75 Bevilacqua, Michele and Petroni, Fabio and Liang, Percy},76 title = {Lost in the Middle: How Language Models Use Long Contexts},77 journal = {Transactions of the Association for Computational Linguistics},78 volume = {12},79 pages = {157--173},80 year = {2024},81 doi = {10.1162/tacl_a_00638}82}8384@article{ji2023hallucination,85 author = {Ji, Ziwei and Lee, Nayeon and Frieske, Rita and Yu, Tiezheng and Su, Dan and Xu, Yan and86 Ishii, Etsuko and Bang, Ye Jin and Madotto, Andrea and Fung, Pascale},87 title = {Survey of Hallucination in Natural Language Generation},88 journal = {ACM Computing Surveys},89 volume = {55},90 number = {12},91 pages = {1--38},92 year = {2023},93 doi = {10.1145/3571730}94}9596% --- Tool use and agents ---97@inproceedings{schick2023toolformer,98 author = {Schick, Timo and Dwivedi-Yu, Jane and Dess{\`i}, Roberto and Raileanu, Roberta and99 Lomeli, Maria and Hambro, Eric and Zettlemoyer, Luke and Cancedda, Nicola and100 Scialom, Thomas},101 title = {Toolformer: Language Models Can Teach Themselves to Use Tools},102 booktitle = {Advances in Neural Information Processing Systems},103 volume = {36},104 pages = {68539--68551},105 year = {2023},106 doi = {10.52202/075280-2997}107}108109@inproceedings{yao2023react,110 author = {Yao, Shunyu and Zhao, Jeffrey and Yu, Dian and Du, Nan and Shafran, Izhak and111 Narasimhan, Karthik and Cao, Yuan},112 title = {{ReAct}: Synergizing Reasoning and Acting in Language Models},113 booktitle = {International Conference on Learning Representations (ICLR)},114 year = {2023},115 note = {arXiv:2210.03629}116}117118@inproceedings{gao2023pal,119 author = {Gao, Luyu and Madaan, Aman and Zhou, Shuyan and Alon, Uri and Liu, Pengfei and120 Yang, Yiming and Callan, Jamie and Neubig, Graham},121 title = {{PAL}: Program-Aided Language Models},122 booktitle = {Proceedings of the 40th International Conference on Machine Learning},123 series = {Proceedings of Machine Learning Research},124 volume = {202},125 pages = {10764--10799},126 year = {2023}127}128129@article{chen2023pot,130 author = {Chen, Wenhu and Ma, Xueguang and Wang, Xinyi and Cohen, William W.},131 title = {Program of Thoughts Prompting: Disentangling Computation from Reasoning for Numerical Reasoning Tasks},132 journal = {Transactions on Machine Learning Research},133 year = {2023},134 note = {arXiv:2211.12588}135}136137@article{mialon2023augmented,138 author = {Mialon, Gr{\'e}goire and Dess{\`i}, Roberto and Lomeli, Maria and Nalmpantis, Christoforos and139 Pasunuru, Ram and Raileanu, Roberta and Rozi{\`e}re, Baptiste and Schick, Timo and140 Dwivedi-Yu, Jane and Celikyilmaz, Asli and Grave, Edouard and LeCun, Yann and Scialom, Thomas},141 title = {Augmented Language Models: A Survey},142 journal = {Transactions on Machine Learning Research},143 year = {2023},144 note = {arXiv:2302.07842}145}146147@inproceedings{patil2024gorilla,148 author = {Patil, Shishir G. and Zhang, Tianjun and Wang, Xin and Gonzalez, Joseph E.},149 title = {Gorilla: Large Language Model Connected with Massive {APIs}},150 booktitle = {Advances in Neural Information Processing Systems},151 volume = {37},152 pages = {126544--126565},153 year = {2024},154 doi = {10.52202/079017-4020}155}156157@inproceedings{qin2024toolllm,158 author = {Qin, Yujia and Liang, Shihao and Ye, Yining and Zhu, Kunlun and Yan, Lan and Lu, Yaxi and159 Lin, Yankai and Cong, Xin and Tang, Xiangru and Qian, Bill and Zhao, Sihan and Hong, Lauren and160 Tian, Runchu and Xie, Ruobing and Zhou, Jie and Gerstein, Mark and Li, Dahai and Liu, Zhiyuan and161 Sun, Maosong},162 title = {{ToolLLM}: Facilitating Large Language Models to Master 16000+ Real-World {APIs}},163 booktitle = {International Conference on Learning Representations (ICLR)},164 year = {2024},165 note = {arXiv:2307.16789}166}167168@inproceedings{liu2024agentbench,169 author = {Liu, Xiao and Yu, Hao and Zhang, Hanchen and Xu, Yifan and Lei, Xuanyu and Lai, Hanyu and170 Gu, Yu and Ding, Hangliang and Men, Kaiwen and Yang, Kejuan and Zhang, Shudan and Deng, Xiang and171 Zeng, Aohan and Du, Zhengxiao and Zhang, Chenhui and Shen, Sheng and Zhang, Tianjun and172 Su, Yu and Sun, Huan and Huang, Minlie and Dong, Yuxiao and Tang, Jie},173 title = {{AgentBench}: Evaluating {LLMs} as Agents},174 booktitle = {International Conference on Learning Representations (ICLR)},175 year = {2024},176 note = {arXiv:2308.03688}177}178179@inproceedings{shinn2023reflexion,180 author = {Shinn, Noah and Cassano, Federico and Gopinath, Ashwin and Narasimhan, Karthik and Yao, Shunyu},181 title = {Reflexion: Language Agents with Verbal Reinforcement Learning},182 booktitle = {Advances in Neural Information Processing Systems},183 volume = {36},184 pages = {8634--8652},185 year = {2023},186 doi = {10.52202/075280-0377}187}188189@article{nakano2021webgpt,190 author = {Nakano, Reiichiro and Hilton, Jacob and Balaji, Suchir and Wu, Jeff and Ouyang, Long and191 Kim, Christina and Hesse, Christopher and Jain, Shantanu and Kosaraju, Vineet and192 Saunders, William and Jiang, Xu and Cobbe, Karl and Eloundou, Tyna and Krueger, Gretchen and193 Button, Kevin and Knight, Matthew and Chess, Benjamin and Schulman, John},194 title = {{WebGPT}: Browser-Assisted Question-Answering with Human Feedback},195 journal = {arXiv preprint arXiv:2112.09332},196 year = {2021}197}198199@article{wang2024agents,200 author = {Wang, Lei and Ma, Chen and Feng, Xueyang and Zhang, Zeyu and Yang, Hao and Zhang, Jingsen and201 Chen, Zhiyuan and Tang, Jiakai and Chen, Xu and Lin, Yankai and Zhao, Wayne Xin and202 Wei, Zhewei and Wen, Ji-Rong},203 title = {A Survey on Large Language Model Based Autonomous Agents},204 journal = {Frontiers of Computer Science},205 volume = {18},206 number = {6},207 pages = {186345},208 year = {2024},209 doi = {10.1007/s11704-024-40231-1}210}211212@misc{anthropic2026tooluse,213 author = {{Anthropic}},214 title = {Tool Use with {Claude}},215 howpublished = {Claude Developer Platform documentation, \url{https://platform.claude.com/docs/en/agents-and-tools/tool-use/overview}},216 year = {2026},217 note = {Accessed 17 October 2026}218}219220@misc{mcp2025spec,221 author = {{Model Context Protocol}},222 title = {Model Context Protocol Specification, Revision 2025-06-18},223 howpublished = {\url{https://modelcontextprotocol.io/specification/2025-06-18}},224 year = {2025},225 note = {Accessed 17 October 2026}226}227228% --- Evaluation ---229@inproceedings{zheng2023judge,230 author = {Zheng, Lianmin and Chiang, Wei-Lin and Sheng, Ying and Zhuang, Siyuan and Wu, Zhanghao and231 Zhuang, Yonghao and Lin, Zi and Li, Zhuohan and Li, Dacheng and Xing, Eric P. and232 Zhang, Hao and Gonzalez, Joseph E. and Stoica, Ion},233 title = {Judging {LLM}-as-a-Judge with {MT-Bench} and {Chatbot Arena}},234 booktitle = {Advances in Neural Information Processing Systems},235 volume = {36},236 pages = {46595--46623},237 year = {2023},238 doi = {10.52202/075280-2020}239}240241@article{chang2024survey,242 author = {Chang, Yupeng and Wang, Xu and Wang, Jindong and Wu, Yuan and Yang, Linyi and Zhu, Kaijie and243 Chen, Hao and Yi, Xiaoyuan and Wang, Cunxiang and Wang, Yidong and Ye, Wei and Zhang, Yue and244 Chang, Yi and Yu, Philip S. and Yang, Qiang and Xie, Xing},245 title = {A Survey on Evaluation of Large Language Models},246 journal = {ACM Transactions on Intelligent Systems and Technology},247 volume = {15},248 number = {3},249 pages = {1--45},250 year = {2024},251 doi = {10.1145/3641289}252}253254@article{islam2023financebench,255 author = {Islam, Pranab and Kannappan, Anand and Kiela, Douwe and Qian, Rebecca and Scherrer, Nino and256 Vidgen, Bertie},257 title = {{FinanceBench}: A New Benchmark for Financial Question Answering},258 journal = {arXiv preprint arXiv:2311.11944},259 year = {2023}260}261262@inproceedings{xie2024finben,263 author = {Xie, Qianqian and Han, Weiguang and Chen, Zhengyu and Xiang, Ruoyu and Zhang, Xiao and264 He, Yueru and Xiao, Mengxi and Li, Dong and Dai, Yongfu and Feng, Duanyu and Xu, Yijing and265 Kang, Haoqiang and Kuang, Ziyan and Yuan, Chenhan and Yang, Kailai and Luo, Zheheng and266 Zhang, Tianlin and Liu, Zhiwei and Xiong, Guojun and Zhang, Zhiyang and Lopez-Lira, Alejandro and267 others},268 title = {{FinBen}: A Holistic Financial Benchmark for Large Language Models},269 booktitle = {Advances in Neural Information Processing Systems},270 volume = {37},271 pages = {95716--95743},272 year = {2024},273 doi = {10.52202/079017-3033}274}275276% --- Retrieval and grounding ---277@inproceedings{lewis2020retrieval,278 author = {Lewis, Patrick and Perez, Ethan and Piktus, Aleksandra and Petroni, Fabio and279 Karpukhin, Vladimir and Goyal, Naman and K{\"u}ttler, Heinrich and Lewis, Mike and280 Yih, Wen-tau and Rockt{\"a}schel, Tim and Riedel, Sebastian and Kiela, Douwe},281 title = {Retrieval-Augmented Generation for Knowledge-Intensive {NLP} Tasks},282 booktitle = {Advances in Neural Information Processing Systems},283 volume = {33},284 pages = {9459--9474},285 year = {2020}286}287288@book{lopezdeprado2018advances,289 author = {L{\'o}pez de Prado, Marcos},290 title = {Advances in Financial Machine Learning},291 publisher = {John Wiley \& Sons},292 address = {Hoboken, NJ},293 year = {2018}294}295296% --- LLMs and text in finance and economics ---297@article{loughran2016textual,298 author = {Loughran, Tim and McDonald, Bill},299 title = {Textual Analysis in Accounting and Finance: A Survey},300 journal = {Journal of Accounting Research},301 volume = {54},302 number = {4},303 pages = {1187--1230},304 year = {2016},305 doi = {10.1111/1475-679X.12123}306}307308@article{gentzkow2019text,309 author = {Gentzkow, Matthew and Kelly, Bryan and Taddy, Matt},310 title = {Text as Data},311 journal = {Journal of Economic Literature},312 volume = {57},313 number = {3},314 pages = {535--574},315 year = {2019},316 doi = {10.1257/jel.20181020}317}318319@article{li2021culture,320 author = {Li, Kai and Mai, Feng and Shen, Rui and Yan, Xinyan},321 title = {Measuring Corporate Culture Using Machine Learning},322 journal = {Review of Financial Studies},323 volume = {34},324 number = {7},325 pages = {3265--3315},326 year = {2021},327 doi = {10.1093/rfs/hhaa079}328}329330@article{wu2023bloomberggpt,331 author = {Wu, Shijie and Irsoy, Ozan and Lu, Steven and Dabravolski, Vadim and Dredze, Mark and332 Gehrmann, Sebastian and Kambadur, Prabhanjan and Rosenberg, David and Mann, Gideon},333 title = {{BloombergGPT}: A Large Language Model for Finance},334 journal = {arXiv preprint arXiv:2303.17564},335 year = {2023}336}337338@article{yang2023fingpt,339 author = {Yang, Hongyang and Liu, Xiao-Yang and Wang, Christina Dan},340 title = {{FinGPT}: Open-Source Financial Large Language Models},341 journal = {arXiv preprint arXiv:2306.06031},342 year = {2023}343}344345@inproceedings{li2023survey,346 author = {Li, Yinheng and Wang, Shaofei and Ding, Han and Chen, Hang},347 title = {Large Language Models in Finance: A Survey},348 booktitle = {Proceedings of the Fourth ACM International Conference on AI in Finance (ICAIF '23)},349 pages = {374--382},350 year = {2023},351 doi = {10.1145/3604237.3626869}352}353354@article{lopezlira2026chatgpt,355 author = {Lopez-Lira, Alejandro and Tang, Yuehua},356 title = {Can {ChatGPT} Forecast Stock Price Movements? Return Predictability and Large Language Models},357 journal = {Journal of Financial Economics},358 volume = {184},359 pages = {104335},360 year = {2026},361 doi = {10.1016/j.jfineco.2026.104335}362}363364@unpublished{chen2023expected,365 author = {Chen, Yifei and Kelly, Bryan and Xiu, Dacheng},366 title = {Expected Returns and Large Language Models},367 note = {Working paper, Yale University and University of Chicago Booth School of Business},368 year = {2023}369}370371@unpublished{hansen2023fedspeak,372 author = {Hansen, Anne Lundgaard and Kazinnik, Sophia},373 title = {Can {ChatGPT} Decipher {Fedspeak}?},374 note = {SSRN working paper 4399406, \url{https://doi.org/10.2139/ssrn.4399406}},375 year = {2023}376}377378@unpublished{kim2024financial,379 author = {Kim, Alex and Muhn, Maximilian and Nikolaev, Valeri},380 title = {Financial Statement Analysis with Large Language Models},381 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},382 year = {2024}383}384385@article{fatouros2025marketsenseai,386 author = {Fatouros, Georgios and Metaxas, Konstantinos and Soldatos, John and Kyriazis, Dimosthenis},387 title = {Can Large Language Models Beat {Wall Street}? Evaluating {GPT-4}'s Impact on Financial Decision-Making with {MarketSenseAI}},388 journal = {Neural Computing and Applications},389 volume = {37},390 number = {30},391 pages = {24893--24918},392 year = {2025},393 doi = {10.1007/s00521-024-10613-4}394}395396@article{korinek2023generative,397 author = {Korinek, Anton},398 title = {Generative {AI} for Economic Research: Use Cases and Implications for Economists},399 journal = {Journal of Economic Literature},400 volume = {61},401 number = {4},402 pages = {1281--1317},403 year = {2023},404 doi = {10.1257/jel.20231736}405}406407@article{dell2025deep,408 author = {Dell, Melissa},409 title = {Deep Learning for Economists},410 journal = {Journal of Economic Literature},411 volume = {63},412 number = {1},413 pages = {5--58},414 year = {2025},415 doi = {10.1257/jel.20241733}416}417418% --- Classical quantitative finance ---419@article{black1973pricing,420 author = {Black, Fischer and Scholes, Myron},421 title = {The Pricing of Options and Corporate Liabilities},422 journal = {Journal of Political Economy},423 volume = {81},424 number = {3},425 pages = {637--654},426 year = {1973},427 doi = {10.1086/260062}428}429430@article{merton1973theory,431 author = {Merton, Robert C.},432 title = {Theory of Rational Option Pricing},433 journal = {Bell Journal of Economics and Management Science},434 volume = {4},435 number = {1},436 pages = {141--183},437 year = {1973},438 doi = {10.2307/3003143}439}440441@article{engle1982autoregressive,442 author = {Engle, Robert F.},443 title = {Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of444 United Kingdom Inflation},445 journal = {Econometrica},446 volume = {50},447 number = {4},448 pages = {987--1007},449 year = {1982},450 doi = {10.2307/1912773}451}452453@article{bollerslev1986generalized,454 author = {Bollerslev, Tim},455 title = {Generalized Autoregressive Conditional Heteroskedasticity},456 journal = {Journal of Econometrics},457 volume = {31},458 number = {3},459 pages = {307--327},460 year = {1986},461 doi = {10.1016/0304-4076(86)90063-1}462}463464@book{glasserman2004monte,465 author = {Glasserman, Paul},466 title = {Monte Carlo Methods in Financial Engineering},467 publisher = {Springer},468 address = {New York},469 year = {2004},470 doi = {10.1007/978-0-387-21617-1}471}472473@book{jorion2007value,474 author = {Jorion, Philippe},475 title = {Value at Risk: The New Benchmark for Managing Financial Risk},476 edition = {3rd},477 publisher = {McGraw-Hill},478 address = {New York},479 year = {2007}480}481