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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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21436485 · May 202619922001200920172026
48 results for Japanese LLM

Study builds a Japanese financial-specific LLM through continual pre-training.

problem Lack of domain-specific Japanese financial LLMs.
method Continual pre-training on Japanese financial-focused datasets using a base Japanese LLM.
result Tuned model outperforms original model on Japanese financial benchmarks.

EDINET-Bench evaluates LLMs on complex financial tasks using Japanese financial statements.

problem Challenges in evaluating LLMs on financial tasks due to specialized expertise and scarce benchmarks.
method Developed EDINET-Bench, an open-source Japanese financial benchmark for LLMs on tasks like fraud detection and earnings forecasting.
result State-of-the-art LLMs perform only marginally better than logistic regression in financial tasks, highlighting the need for more realistic benchmarks.

Study evaluates if LLMs have company-specific biases in financial sentiment analysis.

problem Evaluating if large language models exhibit company-specific biases in financial sentiment analysis.
method Comparing sentiment scores with and without company names, constructing economic models, and empirical analysis.
result LLMs show company-specific biases in sentiment analysis, impacting investor behavior and stock prices.

Method constructs finance LLMs without instruction data using pretraining and model merging.

problem Developing domain-specific LLMs for finance is resource-intensive.
method Continual pretraining on financial data + model merging of instruction-tuned and domain-specific pretrained vectors.
result Successfully constructs instruction-tuned LLMs for finance without additional instruction data.

Improved investment performance with fine-grained LLM tasks.

problem Abstract financial trading systems often overlook real-world workflow intricacies, leading to degraded performance.
method Proposes a multi-agent LLM trading framework that decomposes investment analysis into fine-grained tasks.
result Fine-grained task decomposition significantly improves risk-adjusted returns compared to coarse-grained designs.

Study shows activist board representation improves Japanese companies' performance.

problem Lack of innovation and improvement in Japanese companies.
method Examined two Japanese companies with activist board representation, analyzing performance metrics.
result Companies with activist board representation experienced significant improvements in stock returns and operational metrics.

Study on time-varying APT validity in Japanese stock market.

problem Validity of Arbitrage Pricing Theory (APT) in Japanese stock market over time.
method Rolling window method applied to Fama and MacBeth's two-step regression and Kamstra and Shi's generalized GRS test.
result APT validity is unstable over time in Japanese stock market, influenced by monetary policy and business cycle.

This study evaluates prewar Japanese financial market efficiency using time-varying models.

problem Determining when prewar Japanese financial market lost its price formation function.
method Time-varying parameter model, generalized least squares-based time-varying vector autoregressive model.
result The prewar Japanese financial market lost its price formation function in 1932.

We investigated the network structures of the Japanese stock market through the minimum spanning tree. We defined grouping coefficient to test the validity of conventional grouping by industrial categories, and found a decreasing in trend for the coefficient. This phenomenon supports the increasing external influences …

2007-08-03abs ↗pdf ↗

Study examines asymmetry impacts on Japanese stock market volatility modeling and forecasting.

problem Understanding asymmetry's impact on modeling and forecasting realized volatility in Japanese stock markets.
method Employed heterogeneous autoregressive (HAR) models with three types of asymmetry: positive and negative realized semivariance, asymmetric jumps, and leverage effects.
result Leverage effects significantly influence realized volatility modeling and forecast performance in Japanese stock markets.

From classifying handwritten digits to generating strings of text, the datasets which have received long-time focus from the machine learning community vary greatly in their subject matter. This has motivated a renewed interest in building datasets which are socially and culturally relevant, so that algorithmic researc…

2020-02-20abs ↗pdf ↗

Much of machine learning research focuses on producing models which perform well on benchmark tasks, in turn improving our understanding of the challenges associated with those tasks. From the perspective of ML researchers, the content of the task itself is largely irrelevant, and thus there have increasingly been call…

2018-12-03abs ↗pdf ↗

This paper examines the integration process of the Japanese major rice markets (Tokyo and Osaka) from 1881 to 1932. Using a non-Bayesian time-varying vector error correction model, we argue that the process strongly depended on the government's policy on the network system of the telegram and telephone; rice traders wi…

2016-04-01abs ↗pdf ↗

Study examines market reactions and spillovers in Japanese bank mergers using multiple methods.

problem Understanding valuation and spillover effects of bank mergers in the Japanese banking sector.
method Combines event study, VAR models, IRFs, and PSM to analyze two M&A events.
result Significant positive market reaction and prolonged positive spillovers detected.

The persistence phenomenon is studied in the Japanese financial market by using a novel mapping of the time evolution of the values of shares quoted on the Nikkei Index onto Ising spins. The method is applied to historical end of day data from the Japanese stock market during 2002. By studying the time dependence of th…

2008-03-04abs ↗pdf ↗

We detect the backbone of the weighted bipartite network of the Japanese credit market relationships. The backbone is detected by adapting a general method used in the investigation of weighted networks. With this approach we detect a backbone that is statistically validated against a null hypothesis of uniform diversi…

2015-11-21abs ↗pdf ↗

In this paper we address the question of the size distribution of firms. To this aim, we use the Bloomberg database comprising multinational firms within the years 1995-2003, and analyze the data of the sales and the total assets of the separate financial statement of the Japanese and the US companies, and make a compa…

2005-12-14abs ↗pdf ↗

We propose a long term portfolio management method which takes into account a liability. Our approach is based on the LQG (Linear, Quadratic cost, Gaussian) control problem framework and then the optimal portfolio strategy hedges the liability by directly tracking a benchmark process which represents the liability. Two…

2013-03-16abs ↗pdf ↗

Study improves Cox model for predicting stock trading signs using Japanese market data.

problem Improving Cox model for predicting stock trading signs using Japanese market data.
method Added new covariates and used high-frequency trading data for 222 Nikkei 225 stocks.
result Cox-type model performs well in Japanese market and identifies key factors for accurate estimation.

We investigated the temporally evolving network structures of the Japanese and Korean stock markets through the minimum spanning trees composed of listed stocks. We tested the validity of conventional grouping by industrial categories, and found a common trend of decrease for Japan and Korea. This phenomenon supports t…

2005-11-27abs ↗pdf ↗

Quantum neural network and tensor network models outperform classical models in Japanese stock market predictions.

problem Improving stock return predictions using quantum and quantum-inspired machine learning.
method Evaluation of quantum neural network and tensor network models against classical models like linear and neural networks.
result Tensor network model outperforms classical models in Japanese stock market, including linear and neural network models.

Investigates neural TTS systems for Japanese and English.

problem Improving neural TTS systems for high-quality speech synthesis.
method Comparative study of neural sequence-to-sequence TTS vs. DNN pipeline TTS, varying model architecture, parameter size, and language.
result A neural sequence-to-sequence TTS system requires sufficient model parameters and a powerful encoder for high-quality speech synthesis.

Following the work of Okuyama, Takayasu and Takayasu [Okuyama, Takayasu and Takayasu 1999] we analyze huge databases of Japanese companies' financial figures and confirm that the Zipf's law, a power law distribution with the exponent -1, has been maintained over 30 years in the income distribution of Japanese companies…

2003-08-19abs ↗pdf ↗

An analysis of the Japanese credit market in 2004 between banks and quoted firms is done in this paper using the tools of the networks theory. It can be pointed out that: (i) a backbone of the credit channel emerges, where some links play a crucial role; (ii) big banks privilege long-term contracts; the "minimal spanni…

2009-01-16abs ↗pdf ↗

LLM-Lasso uses LLMs to improve feature selection in Lasso regression.

problem Improving feature selection in Lasso regression with domain-specific knowledge.
method Combines LLMs with Lasso regularization to generate feature weights.
result Outperforms standard Lasso and feature selection baselines in biomedical studies.

FLUID-LLM uses LLMs to predict fluid dynamics with improved accuracy.

problem Leveraging LLMs for CFD due to their pattern recognition abilities but struggles with fluid dynamics complexities.
method Combines pre-trained LLMs with spatiotemporal-aware encoding to predict unsteady fluid dynamics.
result Significant performance improvements in CFD predictions across various datasets.

This paper improves continuous adversarial training for LLMs using in-context learning theory.

problem Efficiently defending large language models (LLMs) against jailbreak attacks.
method The paper presents a theoretical analysis of continuous adversarial training (CAT) for LLMs based on in-context learning (ICL) theory, proving a robust generalization bound and proposing an improved regularization term.
result The robust generalization bound explains why CAT can defend against jailbreak prompts and shows that LLM robustness is related to embedding matrix singular values.

LLMs mimic human traders in finance, but not as much as expected.

problem Evaluating how LLMs behave in financial markets.
method Adapted experimental design with LLMs and human traders, analyzed in single and mixed model settings.
result LLMs tend to price assets near their fundamental value, but not as much as humans, and show less trading strategy variance.

We have analyzed the Indices of Industrial Production (Seasonal Adjustment Index) for a long period of 240 months (January 1988 to December 2007) to develop a deeper understanding of the economic shocks. The angular frequencies estimated using the Hilbert transformation, are almost identical for the 16 industrial secto…

2013-05-10abs ↗pdf ↗

LLMs struggle to optimize hyperparameters efficiently, but hybrid methods can improve performance.

problem Optimizing hyperparameters of small language models using LLMs.
method Comparison of classical HPO algorithms and LLM-based methods, introducing Centaur hybrid approach.
result Hybrid Centaur approach achieves best results, outperforming classical and pure LLM methods.

BED-LLM uses Bayesian experimental design to improve LLMs' information gathering.

problem Improving LLMs' ability to gather information adaptively.
method Iteratively choosing questions to maximize expected information gain using a probabilistic model.
result BED-LLM achieves substantial performance gains compared to other adaptive design strategies.