References

This document draws on a wide range of research and foundational work in quantitative finance, artificial intelligence, and decentralized systems. The following references provide additional context and background for the concepts presented in this litepaper.

Quantitative Finance

• Bailey, D. H., Borwein, J. M., López de Prado, M., & Zhu, Q. J. (2014). Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance. Notices of the American Mathematical Society, 61(5), 458-471. https://www.ams.org/notices/201405/rnoti-p458.pdf

• López de Prado, M. (2018). Advances in Financial Machine Learning. Wiley.

• Aronson, D. (2006). Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals. Wiley.

• Kakushadze, Z., & Serur, J. A. (2018). 151 Trading Strategies. SSRN Electronic Journal. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3247865

Artificial Intelligence and Machine Learning

• Sutton, R. S., & Barto, A. G. (2018). Reinforcement Learning: An Introduction (2nd ed.). MIT Press.

• Goodfellow, I., Bengio, Y., & Courville, A. (2016). Deep Learning. MIT Press. https://www.deeplearningbook.org/

• Chollet, F. (2021). Deep Learning with Python (2nd ed.). Manning Publications.

• Brown, T. B., Mann, B., Ryder, N., Subbiah, M., Kaplan, J., Dhariwal, P., ... & Amodei, D. (2020). Language Models are Few-Shot Learners. arXiv preprint arXiv:2005.14165. https://arxiv.org/abs/2005.14165

Decentralized Finance and Blockchain

• Buterin, V. (2014). Ethereum: A Next-Generation Smart Contract and Decentralized Application Platform. https://ethereum.org/en/whitepaper/

• Adams, H., Zinsmeister, N., & Robinson, D. (2020). Uniswap v2 Core. https://uniswap.org/whitepaper.pdf

• Schär, F. (2021). Decentralized Finance: On Blockchain- and Smart Contract-Based Financial Markets. Federal Reserve Bank of St. Louis Review, 103(2), 153-174. https://research.stlouisfed.org/publications/review/2021/02/05/decentralized-finance-on-blockchain-and-smart-contract-based-financial-markets

• Peretz, G., O'Neil, R., & Krowiak, R. (2021). Automated Market Makers and Decentralized Exchanges: A DeFi Primer. Journal of Financial Transformation, 52(1), 47-59.

Large Language Models and Financial Applications

• Wu, T., Li, Z., Yang, Y., Huang, Z., Ding, L., Yang, C., ... & Zhao, Z. (2023). BloombergGPT: A Large Language Model for Finance. arXiv preprint arXiv:2303.17564. https://arxiv.org/abs/2303.17564

• Yang, K., Gan, Z., Pang, P.N., Su, Y., & Dai, X. (2023). FinGPT: Open-Source Financial Large Language Models. arXiv preprint arXiv:2306.06031. https://arxiv.org/abs/2306.06031

• Wu, C., Raghunathan, A., Zhang, C., Benmohamed, P.R., & Hooi, B. (2023). Trading with Language Models: An Analysis of their Predictive Power and Limitations. arXiv preprint arXiv:2309.12别9. https://arxiv.org/abs/2309.12819