Develops neural network for implied volatility surface prediction with financial domain knowledge.
problem Predicting implied volatility surface using neural networks.
method Incorporates prior financial domain knowledge into neural network architecture and training process.
result Model outperforms benchmarks and satisfies financial conditions.
Shapley values explain financial language models, aligning with domain knowledge.
problem Lack of explainability in financial applications of large language models.
method Shapley value analysis for financial textual data.
result Shapley values provide consistent explanations with financial reasoning.
Sabrina integrates financial data and domain knowledge for better visualization.
problem Scattered financial data across various sources makes it hard for analysts to understand the economy.
method Sabrina uses a pipeline to fuse firm-specific and macroeconomic data, visualizing it in a unified interface.
result Sabrina aids financial analysts in their analysis process, as shown in a user study.
FinCARE combines financial data and AI reasoning to improve causal analysis of financial performance.
problem Correlation-based analysis fails to capture true causal relationships in financial performance.
method Hybrid framework integrating causal discovery algorithms with financial domain knowledge from SEC filings and LLM reasoning.
result KG+LLM-enhanced methods improve causal discovery across PC, GES, and NOTEARS by 36-366%.
Study shows group structures are crucial for financial model explanations.
problem Inconsistent explanations from existing explainable machine learning methods.
method Examined group structures in financial datasets and developed group versions of Shapley values.
result Group versions of Shapley values provide consistent explanations.
GRTR framework uses graph regularization to improve financial forecasting.
problem High computational costs and economic domain knowledge loss in tensor models.
method Graph-Regularized Tensor Regression (GRTR) framework incorporating economic domain knowledge.
result Improved performance in multi-way financial forecasting with reduced computational costs.
FinReflectKG builds a comprehensive financial knowledge graph from SEC filings, improving extraction quality.
problem Lack of large-scale, open-source financial knowledge graph datasets.
method Intelligent document parsing, table-aware chunking, schema-guided iterative extraction, reflection-driven feedback loop.
result Reflection-agent-based mode achieves best balance of efficiency, accuracy, and reliability.
HybridRAG combines KGs and vector retrieval for financial document Q&A.
problem Challenges in extracting and interpreting financial text data.
method Integrates Knowledge Graphs and Vector Retrieval Augmented Generation.
result HybridRAG outperforms traditional methods in Q&A systems for financial documents.
EQD model improves domain-specific QA by 0.6% to 10.5%.
problem Challenges in domain-specific quantitative reasoning for LLMs.
method Two-step fine-tuning framework guided by a reward function.
result EQD outperforms state-of-the-art models and prompting strategies.
Unified LLM-agent with RL improves financial trading performance.
problem LLMs struggle with complex, multi-step financial tasks.
method Fusion of LLMs and gradient-based RL for policy optimization.
result Improves LLM performance in trading and other financial tasks.
ADNN uses prior knowledge to construct financial features.
problem Feature construction in financial trading.
method Tailored neural network structure with domain knowledge.
result ADNN constructs more informative features than genetic programming.
QuantAgent learns trading signals through self-improvement.
problem Building domain-specific knowledge for LLMs in quantitative investment.
method Two-layer loop approach: inner loop refines responses, outer loop tests and learns.
result QuantAgent approximates optimal trading behavior with provable efficiency.
Much of modern practice in financial forecasting relies on technicals, an umbrella term for several heuristics applying visual pattern recognition to price charts. Despite its ubiquity in financial media, the reliability of its signals remains a contentious and highly subjective form of 'domain knowledge'. We investiga…
This paper introduces Sigma, a domain-specific computational representation for collaboration in large-scale for the field of economics. A computational representation is not a programming language or a software platform. A computational representation is a domain-specific representation system based on three specific …
LLMs perform well in financial sentiment analysis without fine-tuning.
problem Challenges in financial terminology, emotions, and ambiguous expressions.
method In-context learning methods for financial document-sentiment pairs.
result LLMs can generalize in-context demonstrations to new financial documents.
Proposes a new normalization method for deep neural networks in financial forecasting.
problem Deep neural networks are sensitive to input variable range and prone to numerical issues, especially with financial time-series.
method Bilinear input normalization method that handles high-frequency financial time-series without expert knowledge.
result Significant improvements in forecasting future stock price dynamics over other normalization techniques.
A new explainable CBR system predicts financial risks with interpretability and good performance.
problem Predicting financial risks with interpretability and good performance.
method A novel explainable case-based reasoning (CBR) approach.
result The CBR system provides a good prediction performance and interpretability.
Unified framework improves option pricing accuracy and stability.
problem Combining structured knowledge with data for better financial modeling.
method Structured-Knowledge-Informed Neural Networks (SKINNs) that embed theoretical insights into neural networks.
result SKINNs improve out-of-sample valuation and hedging performance in financial applications.
Algorithms are increasingly common components of high-impact decision-making, and a growing body of literature on adversarial examples in laboratory settings indicates that standard machine learning models are not robust. This suggests that real-world systems are also susceptible to manipulation or misclassification, w…
New financial dataset and model detect claims affecting market returns.
problem Detecting analyst claims' impact on financial markets.
method Constructed new dataset, used weak-supervision model with SME knowledge.
result Outperformed existing models in claim detection and market analysis.
FinMaster benchmarks LLMs in financial tasks, revealing gaps in reasoning.
problem Challenges in financial tasks, including labor-intensive processes and low error tolerance.
method Developed a comprehensive financial benchmark (FinMaster) with three modules: FinSim, FinSuite, and FinEval.
result LLMs struggle with complex financial reasoning, showing significant accuracy drops.
Study uses LLMs for financial sentiment analysis without fine-tuning.
problem Lack of prescriptive knowledge to leverage generative models in FSA.
method Proposes a design framework with heterogeneous LLM agents based on Minsky's theory.
result Framework yields better accuracies, especially with substantial discussions.
Predict stock movement by considering cross effects among stocks.
problem Challenges in predicting stock price movement due to cross effects among stocks.
method Multi-GCGRU framework combining GCN and GRU, encoding cross effects from financial domain knowledge and data-driven relationships.
result Our model outperforms other baselines in predicting stock movement.
New method learns frequency-dependent partial correlations.
problem Learning dependencies across distinct frequency bands.
method Formulate and solve two nonconvex learning problems.
result Proposed methods outperform existing state of the art.
Study explores financial market linkages between Japan and US markets.
problem Inconsistency in empirical studies regarding financial market causal linkages.
method Causal discovery methods including VAR-LiNGAM and LPCMCI with domain knowledge.
result VAR-LiNGAM reveals causal influences among financial markets, while LPCMCI identifies potential latent confounders.
UDA learns target domain from unlabeled data via source knowledge transfer.
problem Learning unlabeled target domain data.
method Transferring both source knowledge and target-relatedness.
result Improves UDA performance by simultaneous knowledge transfer.
A new neural network framework ADNN improves financial feature construction.
problem Constructing highly informative financial features.
method Neural network (ADNN) with domain knowledge, pre-training, and data augmentation.
result ADNN produces more diversified and informative features than genetic programming.
This work integrates domain knowledge into A*-based causal discovery methods.
problem Efficiently incorporating domain knowledge into A*-based causal discovery methods.
method Integrates various types of domain knowledge into A*-based causal discovery methods, reducing the graph search space and improving computational gains.
result Small amounts of domain knowledge can dramatically speed up A*-based causal discovery and improve its performance and practicality.
New framework tackles deep financial reporting bottleneck by improving hallucination and coherence.
problem Statistical smoothing trap in LLMs limits deep financial reporting quality.
method DeepNews Framework integrates information foraging, schema-guided planning, and adversarial prompting.
result DeepNews system achieves 25% acceptance rate in blind test, significantly outperforming SOTA.
FinDKG uses LLMs to detect financial trends from news articles.
problem Detecting global financial trends from unstructured text data.
method Fine-tuned LLMs for generating DKGs, KGTransformer for analysis.
result KGTransformer outperforms existing thematic ETFs in financial thematic investing.
Introduces σ-Cell for improved financial volatility forecasting.
problem Improving volatility forecasting in financial markets.
method Combines GARCH and deep learning, incorporating stochastic layers and time-varying parameters.
result Demonstrates superior forecasting accuracy compared to traditional models.
Bayesian neural networks incorporate domain knowledge through variational inference.
problem Specifying priors for Bayesian neural networks that capture domain knowledge is challenging.
method Proposes a framework for integrating domain knowledge into BNN priors through variational inference.
result BNNs with proposed domain knowledge priors outperform those with standard priors, achieving better predictive performance.
Paper presents a novel time series clustering algorithm for financial inclusion.
problem Difficulty in understanding consumer financial behavior without restrictive credit scoring.
method Developed a novel time series clustering algorithm.
result Allows institutions to offer unique financial products based on customer needs.
Benchmark evaluates AI-generated financial QA hallucinations, highlighting system vulnerabilities.
problem Ensuring factual accuracy of AI-generated financial QA outputs.
method Developed a benchmark dataset and evaluated six detection methods under clean and noisy conditions.
result LLM-based judges and embedding methods perform best, but degrade under noisy conditions.
Enhances data-driven models with physics knowledge for better system dynamics.
problem Improving generalization and interpretability in complex physical system modeling.
method EVGP (Explicit Variational Gaussian Process) model that incorporates domain knowledge into data-driven models.
result The EVGP model outperforms purely data-driven models when using prior domain knowledge.
AlphaSharpe uses LLMs to improve financial metrics robustness and predictive power.
problem Traditional financial metrics struggle with robustness and generalization in volatile markets.
method Iterative optimization of financial metrics using LLMs, including crossover, mutation, and evaluation.
result AlphaSharpe discovers enhanced risk-return metrics with 3x predictive power and 2x portfolio performance.
SETrLUSI combines diverse knowledge from multiple domains for faster convergence.
problem Handling diverse knowledge from multiple domains in transfer learning.
method Stochastic Ensemble Multi-Source Transfer Learning Using Statistical Invariant (SETrLUSI).
result SETrLUSI accelerates convergence and outperforms related methods.
Survey of AI in finance covering models, strategies, and knowledge systems.
problem Challenges in applying AI to financial markets, especially in high-frequency trading.
method Systematic analysis of financial AI across predictive models, decision frameworks, and knowledge augmentation systems.
result Critical trade-offs and gaps between theoretical advances and practical implementation in financial AI.
Many efforts have been made to use various forms of domain knowledge in malware detection. Currently there exist two common approaches to malware detection without domain knowledge, namely byte n-grams and strings. In this work we explore the feasibility of applying neural networks to malware detection and feature lear…
Domain knowledge helps detect adversarial examples in multi-label classification.
problem Detecting adversarial examples in multi-label classification.
method Convert domain knowledge into constraints and inject them into a semi-supervised learning problem.
result Domain-knowledge constraints help detect adversarial examples effectively.
Researchers and financial professionals require robust computerized tools that allow users to rapidly operationalize and assess the semantic textual content in financial news. However, existing methods commonly work at the document-level while deeper insights into the actual structure and the sentiment of individual se…
FLARKO uses LLMs, KGs, and KTO to generate profitable, behaviorally aligned financial recommendations.
problem Financial recommendation systems often fail to account for behavioral and regulatory factors.
method FLARKO integrates LLMs, KGs, and KTO to generate profitable and behaviorally aligned recommendations.
result FLARKO consistently outperforms state-of-the-art recommendation baselines on behavioral alignment and joint profitability.
Survey of LLMs in finance tasks, highlighting progress and challenges.
problem Transforming financial practices with advanced LLMs.
method Exploration of various financial tasks, categorization, and analysis of methodologies.
result Unlocking novel opportunities for financial applications with LLMs.
InvestLM is a financial domain LLM tuned on LLaMA-65B for investment advice.
problem Improving financial text understanding and advice generation for investment.
method Curated financial instruction dataset, LLaMA-65B, less-is-more-for-alignment approach.
result InvestLM provides comparable responses to state-of-the-art commercial models.
Paper proposes NNAFC for automatic financial factor construction.
problem Manual factor construction is time-consuming and prone to bias.
method NNAFC uses neural networks to automatically construct diversified financial factors.
result NNAFC outperforms GP in constructing more informative and diversified factors.
Paper fine-tunes LLaMA-3-8B for financial NER using instruction and LoRA.
problem LLMs struggle with financial NER, especially differentiating entities and amounts.
method Instruction fine-tuning combined with LoRA for parameter-efficient learning.
result Micro-F1 score of 0.894 on financial NER tasks, outperforming other models.
FinMem enhances LLM trading agents with layered memory and character design.
problem Developing purpose-driven LLM agents for financial decision-making.
method Integrates layered memory and character design modules into an LLM framework.
result Significantly enhanced trading performance in financial markets.
Hybrid framework merges data and domain knowledge for better spatial interpolation.
problem Spatial interpolation overlooks domain knowledge and limits to spatial coordinates.
method Integrates data-driven features with rule-assisted spatial dependency function mapping.
result Superior performance in two application scenarios, capturing localized features.