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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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3607191,0791,438 · Jun 202019922001200920172026
48 results for financial language models

FINCH dataset enables financial Text-to-SQL tasks, improving model evaluation.

problem Lack of a large-scale financial dataset for Text-to-SQL tasks.
method Curated financial dataset (FINCH), benchmarking reasoning and language models.
result Proposed FINCH Score for more accurate financial model evaluation.

BloombergGPT is a large language model trained on financial data, outperforming existing models on financial tasks.

problem Lack of specialized large language models for finance.
method Trained on a 363 billion token dataset augmented with 345 billion tokens from general datasets, using a 50 billion parameter model.
result BloombergGPT outperforms existing models on financial tasks without sacrificing performance on general LLM benchmarks.

This paper benchmarks FinGPT for financial datasets using open-source large language models.

problem Challenges in integrating GPT-based models with financial datasets.
method Instruction Tuning paradigm for open-source large language models adapted for financial contexts.
result Demonstrates the effectiveness and adaptability of FinGPT in financial tasks.

LLM Pro Finance Suite enhances financial NLP with instruction-tuned models.

problem Limited NLP capabilities for financial tasks in generalist models.
method Instruction-tuned large language models fine-tuned on financial data.
result Consistent improvement over state-of-the-art baselines in finance tasks.

Improved financial sentiment analysis using simple instruction tuning of LLMs.

problem Lack of accurate financial sentiment analysis by large language models.
method Instruction tuning of general-purpose LLMs with a small portion of financial sentiment data.
result Significant improvement in financial sentiment analysis, especially in complex scenarios.

Paper introduces NumLLM for better financial text understanding with numeric variables.

problem Poor performance of existing financial large language models in numeric financial text.
method Constructed financial corpus, fine-tuned with LoRA modules, merged into foundation model.
result NumLLM achieves best performance on financial question-answering benchmark, especially with numeric questions.

Paper fine-tunes LLMs for financial tasks using data fusion.

problem Improving LLMs for financial analysis tasks.
method Fine-tuned Llama3-8B and Mistral-7B using PEFT and LoRA, combined datasets for data fusion.
result Enhanced model performance across financial tasks.

This paper analyzes financial sentiment using LLMs and FinBERT, improving accuracy with few-shot examples.

problem Financial sentiment analysis for market evaluation.
method Application of large language models and FinBERT, with focus on prompt engineering and few-shot learning.
result GPT-4o achieves similar sentiment classification accuracy to FinBERT with fewer examples.

Delphyne improves financial time series models with pre-trained language models.

problem Lack of financial data and negative transfer effect in existing time-series pre-trained models.
method Delphyne is a pre-trained model for financial time series that addresses the lack of financial data and negative transfer effect.
result Delphyne achieves competitive performance and superior performances on various financial tasks.

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.

LLMs simulate financial markets, revealing consistent trading strategies and market dynamics.

problem Testing financial theories with AI trading agents.
method Simulated stock market with LLMs using a persistent order book and varied strategies.
result LLMs can simulate different trading strategies and market dynamics.

LLMs produce volatile sentence-level sentiment classifications that affect financial decision-making.

problem Volatile outputs from LLMs impact financial text understanding tasks.
method Case study on US equity market investing via news sentiment analysis.
result Volatile LLM outputs lead to significant variations in portfolio construction and returns.

This study uses AI to analyze financial market coverage from YouTube videos.

problem Challenges in analyzing a large number of financial market videos.
method Used Whisper model to generate text from videos, applied natural language processing.
result Highlights dynamics of financial market coverage and identifies trending topics.

RiskLabs uses LLMs to predict financial risks from multimodal data.

problem Financial risk prediction using AI techniques.
method Integrates multimodal financial data (textual, vocal, time series, news) into LLMs for prediction.
result Empirical results show effectiveness in forecasting market volatility and variance.

UCFE benchmarks LLMs in financial tasks with human feedback.

problem Evaluating LLMs' financial task performance and user satisfaction.
method Hybrid approach combining human expert evaluations and dynamic interactions.
result Significant alignment between benchmark scores and human preferences (Pearson correlation coefficient of 0.78).

StockTime predicts stock prices more accurately using LLMs and time series data.

problem Challenges in integrating time series data and natural language for stock price prediction.
method StockTime is a specialized LLM architecture that integrates textual and time series data to predict stock prices.
result StockTime outperforms recent LLMs in predicting stock prices with more accuracy.

FinRobot opens-source AI for financial tasks, breaking down complex problems.

problem Barriers to AI adoption in finance due to proprietary data and specialized knowledge.
method Develops open-source AI agent platform with four layers: Financial AI Agents, LLM Algorithms, LLMOps/DataOps, and Foundation Models.
result FinRobot democratizes AI access for financial analysis.

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.

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.

ChatGPT predicts stock market reactions from news headlines without financial training.

problem Predicting stock price movements using non-financial data.
method Used post-knowledge-cutoff headlines to train ChatGPT-4, which forecasts stock market reactions.
result ChatGPT-4 can predict stock market reactions with high accuracy, especially for small stocks and negative news.

Summarizes financial news for better investment decisions.

problem Information overload from financial news hinders timely investment decisions.
method Personalized Chain-of-Thought summarization framework integrating user-specified keywords.
result Personalized summaries highlight relevant market signals, improving investment narratives.

FinHEAR combines LLMs with human expertise for better financial decision-making.

problem Challenges in financial decision-making for language models.
method Multi-agent framework with specialized LLMs for historical analysis, event interpretation, and expert retrieval.
result FinHEAR outperforms baselines in financial tasks with higher accuracy and risk-adjusted returns.

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.

Study introduces KorFinMTEB for Korean financial texts, revealing model limitations.

problem Limited evaluation benchmarks for low-resource domains, especially Korean.
method Developed KorFinMTEB, a tailored benchmark for Korean financial texts.
result Models perform better on translated benchmarks than on domain-specific ones.

LLMs outperform human analysts in predicting earnings direction.

problem Evaluating financial statements without narrative or industry-specific information.
method Trained GPT4 on standardized, anonymous financial statements and instructed to predict earnings direction.
result LLMs predict earnings directionally with accuracy comparable to narrowly trained ML models.

LLMs struggle with financial reasoning but can outperform the market with human oversight.

problem Financial reasoning failures in LLM-generated stock market predictions.
method Evaluated four LLMs using three prompting strategies and compared to human oversight.
result LLMs require human oversight to fully realize their potential in financial markets.

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.