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42 changes: 26 additions & 16 deletions README.md
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Expand Up @@ -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/)
Expand All @@ -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 |
|--------|--------|
Expand All @@ -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 |
|--------|--------|
Expand All @@ -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

Expand Down Expand Up @@ -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)
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