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1% ============================================================================2% References — BibTeX Database3% ============================================================================45% --- Language models and reasoning ---6@inproceedings{vaswani2017attention,7 author = {Vaswani, Ashish and Shazeer, Noam and Parmar, Niki and Uszkoreit, Jakob and8 Jones, Llion and Gomez, Aidan N. and Kaiser, {\L}ukasz and Polosukhin, Illia},9 title = {Attention Is All You Need},10 booktitle = {Advances in Neural Information Processing Systems},11 volume = {30},12 year = {2017}13}1415@inproceedings{brown2020language,16 author = {Brown, Tom B. and Mann, Benjamin and Ryder, Nick and Subbiah, Melanie and others},17 title = {Language Models Are Few-Shot Learners},18 booktitle = {Advances in Neural Information Processing Systems},19 volume = {33},20 pages = {1877--1901},21 year = {2020}22}2324@inproceedings{wei2022chain,25 author = {Wei, Jason and Wang, Xuezhi and Schuurmans, Dale and Bosma, Maarten and26 Ichter, Brian and Xia, Fei and Chi, Ed H. and Le, Quoc V. and Zhou, Denny},27 title = {Chain-of-Thought Prompting Elicits Reasoning in Large Language Models},28 booktitle = {Advances in Neural Information Processing Systems},29 volume = {35},30 pages = {24824--24837},31 year = {2022}32}3334@article{bommasani2021opportunities,35 author = {Bommasani, Rishi and Hudson, Drew A. and Adeli, Ehsan and Altman, Russ and others},36 title = {On the Opportunities and Risks of Foundation Models},37 journal = {arXiv preprint arXiv:2108.07258},38 year = {2021}39}4041% --- Tool use and agents ---42@inproceedings{schick2023toolformer,43 author = {Schick, Timo and Dwivedi-Yu, Jane and Dess{\`i}, Roberto and Raileanu, Roberta and44 Lomeli, Maria and Hambro, Eric and Zettlemoyer, Luke and Cancedda, Nicola and45 Scialom, Thomas},46 title = {Toolformer: Language Models Can Teach Themselves to Use Tools},47 booktitle = {Advances in Neural Information Processing Systems},48 volume = {36},49 year = {2023}50}5152@inproceedings{yao2023react,53 author = {Yao, Shunyu and Zhao, Jeffrey and Yu, Dian and Du, Nan and Shafran, Izhak and54 Narasimhan, Karthik and Cao, Yuan},55 title = {{ReAct}: Synergizing Reasoning and Acting in Language Models},56 booktitle = {International Conference on Learning Representations (ICLR)},57 year = {2023}58}5960@inproceedings{gao2023pal,61 author = {Gao, Luyu and Madaan, Aman and Zhou, Shuyan and Alon, Uri and Liu, Pengfei and62 Yang, Yiming and Callan, Jamie and Neubig, Graham},63 title = {{PAL}: Program-Aided Language Models},64 booktitle = {International Conference on Machine Learning (ICML)},65 pages = {10764--10799},66 year = {2023}67}6869@misc{anthropic2024tooluse,70 author = {{Anthropic}},71 title = {Tool Use (Function Calling) with the {Claude} {API}},72 howpublished = {Anthropic Documentation},73 year = {2024}74}7576% --- Retrieval and grounding ---77@inproceedings{lewis2020retrieval,78 author = {Lewis, Patrick and Perez, Ethan and Piktus, Aleksandra and Petroni, Fabio and79 Karpukhin, Vladimir and Goyal, Naman and K{\"u}ttler, Heinrich and Lewis, Mike and80 Yih, Wen-tau and Rockt{\"a}schel, Tim and Riedel, Sebastian and Kiela, Douwe},81 title = {Retrieval-Augmented Generation for Knowledge-Intensive {NLP} Tasks},82 booktitle = {Advances in Neural Information Processing Systems},83 volume = {33},84 pages = {9459--9474},85 year = {2020}86}8788@book{lopezdeprado2018advances,89 author = {L{\'o}pez de Prado, Marcos},90 title = {Advances in Financial Machine Learning},91 publisher = {John Wiley \& Sons},92 year = {2018}93}9495% --- LLMs in finance ---96@article{wu2023bloomberggpt,97 author = {Wu, Shijie and Irsoy, Ozan and Lu, Steven and Dabravolski, Vadim and Dredze, Mark and98 Gehrmann, Sebastian and Kambadur, Prabhanjan and Rosenberg, David and Mann, Gideon},99 title = {{BloombergGPT}: A Large Language Model for Finance},100 journal = {arXiv preprint arXiv:2303.17564},101 year = {2023}102}103104@article{yang2023fingpt,105 author = {Yang, Hongyang and Liu, Xiao-Yang and Wang, Christina Dan},106 title = {{FinGPT}: Open-Source Financial Large Language Models},107 journal = {arXiv preprint arXiv:2306.06031},108 year = {2023}109}110111@article{lopezlira2023chatgpt,112 author = {Lopez-Lira, Alejandro and Tang, Yuehua},113 title = {Can {ChatGPT} Forecast Stock Price Movements? Return Predictability and Large114 Language Models},115 journal = {arXiv preprint arXiv:2304.07619},116 year = {2023}117}118119@article{kim2024financial,120 author = {Kim, Alex and Muhn, Maximilian and Nikolaev, Valeri},121 title = {Financial Statement Analysis with Large Language Models},122 journal = {arXiv preprint arXiv:2407.17866},123 year = {2024}124}125126% --- Classical quantitative finance ---127@article{black1973pricing,128 author = {Black, Fischer and Scholes, Myron},129 title = {The Pricing of Options and Corporate Liabilities},130 journal = {Journal of Political Economy},131 volume = {81},132 number = {3},133 pages = {637--654},134 year = {1973}135}136137@article{merton1973theory,138 author = {Merton, Robert C.},139 title = {Theory of Rational Option Pricing},140 journal = {Bell Journal of Economics and Management Science},141 volume = {4},142 number = {1},143 pages = {141--183},144 year = {1973}145}146147@article{engle1982autoregressive,148 author = {Engle, Robert F.},149 title = {Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of150 United Kingdom Inflation},151 journal = {Econometrica},152 volume = {50},153 number = {4},154 pages = {987--1007},155 year = {1982}156}157158@article{bollerslev1986generalized,159 author = {Bollerslev, Tim},160 title = {Generalized Autoregressive Conditional Heteroskedasticity},161 journal = {Journal of Econometrics},162 volume = {31},163 number = {3},164 pages = {307--327},165 year = {1986}166}167168@book{glasserman2004monte,169 author = {Glasserman, Paul},170 title = {Monte Carlo Methods in Financial Engineering},171 publisher = {Springer},172 year = {2004}173}174175@book{jorion2007value,176 author = {Jorion, Philippe},177 title = {Value at Risk: The New Benchmark for Managing Financial Risk},178 edition = {3rd},179 publisher = {McGraw-Hill},180 year = {2007}181}182