PhD research validating LLM understanding of market microstructure through obfuscation testing. Novel methodology proves LLMs detect dealer hedging constraints without temporal context. Paper #1: 71.5% detection, 91.2% accuracy (IEEE LLM-Finance 2025).
finance machine-learning financial-markets market-microstructure options-trading pattern-detection validation-framework options-data academic-research gpt-4 llm phd-research gamma-exposure gpt-4o-mini gpt-o3 dealer-hedging obfuscation-testing
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Oct 26, 2025 - Python