From 2c7390436c0c326d914dfea5c5365c3245a66323 Mon Sep 17 00:00:00 2001 From: iAmGiG Date: Fri, 24 Apr 2026 21:45:02 -0400 Subject: [PATCH] docs(readme): venue-based paper labels + JRFM as combined submission Replace generic "Paper 1 / Paper 2" labels with the venue+year of each release and clarify that JRFM is a combined journal submission, not a Paper 2 extension. Badge row: Paper 1 -> IEEE BigData 2025 (Published) Paper 2 (AIAI) -> AIAI 2026 (Accepted) Paper 2 (JRFM) -> JRFM (MDPI) (Under Review) Key Results headings: Single-Day Detection (Paper 1) -> (IEEE BigData 2025) Multi-Day Regime Detection (Paper 2) -> (AIAI 2026) Research Papers section: split the old "Paper 2" entry into two top-level entries, AIAI 2026 (the conference release) and JRFM (MDPI) (the combined journal submission spanning the IEEE BigData methodology and the AIAI multi-day results, plus the R3 reviewer-driven additions). Project Structure: add docs/papers/jrfm/ to the tree, update the adjacent comments to use venue names rather than "Paper 1 & 2". --- README.md | 42 ++++++++++++++++++++++++++---------------- 1 file changed, 26 insertions(+), 16 deletions(-) diff --git a/README.md b/README.md index 890ff7d..6f12209 100644 --- a/README.md +++ b/README.md @@ -2,9 +2,9 @@ [![License: AGPL v3](https://img.shields.io/badge/License-AGPL%20v3-blue.svg)](https://www.gnu.org/licenses/agpl-3.0) [![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/) -[![Paper 1](https://img.shields.io/badge/Paper%201-IEEE%20BigData%202025-success.svg)](https://arxiv.org/abs/2512.17923) -[![Paper 2 (AIAI)](https://img.shields.io/badge/Paper%202-AIAI%202026%20Accepted-success.svg)](docs/papers/paper2/aiai/) -[![Paper 2 (JRFM)](https://img.shields.io/badge/Paper%202-JRFM%20Under%20Review-yellow.svg)](docs/papers/jrfm/) +[![IEEE BigData 2025](https://img.shields.io/badge/IEEE%20BigData-2025%20Published-success.svg)](https://arxiv.org/abs/2512.17923) +[![AIAI 2026](https://img.shields.io/badge/AIAI-2026%20Accepted-success.svg)](docs/papers/paper2/aiai/) +[![JRFM (MDPI)](https://img.shields.io/badge/JRFM%20(MDPI)-Under%20Review-yellow.svg)](docs/papers/jrfm/) [![Research](https://img.shields.io/badge/Research-PhD%20Dissertation-purple.svg)](docs/papers/research_roadmap.md) [![PostgreSQL](https://img.shields.io/badge/Database-PostgreSQL%2018.1-336791.svg)](https://www.postgresql.org/) @@ -24,7 +24,7 @@ PhD research investigating whether Large Language Models can detect structural c ## Key Results -### Single-Day Detection (Paper 1) +### Single-Day Detection (IEEE BigData 2025) | Metric | Result | |--------|--------| @@ -35,7 +35,7 @@ PhD research investigating whether Large Language Models can detect structural c **Finding**: LLMs reconstruct dealer positioning from raw strike-level data, outperforming pre-calculated metrics — empirical evidence that scalar GEX aggregation discards structural signal. -### Multi-Day Regime Detection (Paper 2) +### Multi-Day Regime Detection (AIAI 2026) | Metric | Result | |--------|--------| @@ -55,23 +55,32 @@ Stable detection (68–74% quarterly) persists while economic profitability coll ## Research Papers -### Paper 1: Single-Day Obfuscation Testing ✅ Published +### IEEE BigData 2025 ✅ Published — Single-Day Obfuscation Testing **Title**: *Inferring Latent Market Forces: Evaluating LLM Detection of Gamma Exposure Patterns via Obfuscation Testing* - **arXiv**: [2512.17923](https://arxiv.org/abs/2512.17923) -- **Venue**: IEEE LLM-Finance 2025 (IEEE BigData, Macau) +- **Venue**: 2nd IEEE Workshop on LLMs for Finance @ IEEE BigData 2025 (Dec 2025, Macau) - **LaTeX**: [`docs/papers/paper1/`](docs/papers/paper1/) -- **Status**: Published, journal revision with 5 MC defenses complete +- **Headline**: 71.5% obfuscated detection, 90.9% predictive accuracy on forward returns -### Paper 2: 30-Day Regime Detection +### AIAI 2026 ✅ Accepted — 30-Day Regime Detection **Title**: *Validating LLM Structural Reasoning: Detecting Persistent Market Regimes Through Temporal Obfuscation* -- **Core finding**: 2023→2024 structural shift driven by 0DTE adoption -- **Status**: ✅ Accepted at AIAI 2026 (camera-ready May 2026) · 🔄 Under review at JRFM (MDPI) -- **Formats**: [AIAI/Springer LNCS](docs/papers/paper2/aiai/), [JRFM/MDPI](docs/papers/jrfm/) -- **LaTeX**: [`docs/papers/paper2/`](docs/papers/paper2/) (AIAI), [`docs/papers/jrfm/`](docs/papers/jrfm/) (JRFM) +- **Venue**: IFIP International Conference on AI Applications and Innovations (Springer LNCS; camera-ready May 2026) +- **LaTeX**: [`docs/papers/paper2/aiai/`](docs/papers/paper2/aiai/) +- **Headline**: 81.2% detection (2024) vs 12.1% (2020) — 69.1pp separation, φ = 0.672, p < 0.0001 over 2,221 evaluations + +### JRFM (MDPI) 🔄 Under Review — Combined Methodology + Regime Detection + +**Title**: *Validating LLM Structural Reasoning: Detecting Persistent Market Regimes Through Temporal Obfuscation* + +A journal-length submission that combines the obfuscation methodology validated at IEEE BigData 2025 with the multi-day regime-detection results from the AIAI 2026 paper, plus reviewer-driven additions: full prompt reproducibility, bootstrap CIs, χ² + Fisher contingency tests, threshold sensitivity, and a Markov-switching benchmark. + +- **Venue**: Journal of Risk and Financial Management (MDPI) +- **LaTeX**: [`docs/papers/jrfm/`](docs/papers/jrfm/) +- **Status**: Major revision (R3 round) submitted April 2026 ### Future Directions @@ -139,13 +148,14 @@ gex-llm-patterns/ │ ├── validation/ # Obfuscation & regime classification │ └── data_sources/ # Alpha Vantage, Polygon clients ├── scripts/ -│ ├── validation/ # Paper 1 & 2 validation pipelines +│ ├── validation/ # IEEE BigData + AIAI/JRFM validation pipelines │ ├── analysis/ # Sensitivity analysis, figures │ └── data_collection/ # Intraday OI monitor ├── docs/ │ ├── papers/ -│ │ ├── paper1/ # Single-day obfuscation (IEEE BigData 2025, published) -│ │ ├── paper2/ # Regime detection (multi-venue — AIAI accepted, JRFM under review) +│ │ ├── paper1/ # Single-day obfuscation source — IEEE BigData 2025 (published) +│ │ ├── paper2/ # Regime detection source — AIAI 2026 (accepted) +│ │ ├── jrfm/ # Combined journal submission — JRFM/MDPI (under review) │ │ └── extensions/ # Forward-looking research directions (snapshot) │ └── presentations/ # PhD symposium, fundamentals ├── reports/ # Validation results (YAML)