Research
On-device research index

arXiv research

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.

168,742 papers · 148 categories

Trend · papers per month

12243547 · Jun 202019922001200920172026
48 results for instruction fine-tuning

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.

SymNoise improves language model fine-tuning by 6.7% over NEFTune, using symmetric noise.

problem Improving performance of language models through noise-based fine-tuning.
method Introducing SymNoise, a new fine-tuning method using symmetric noise in embeddings.
result SymNoise increases model performance by 69.04% on AlpacaEval compared to NEFTune's 64.69%.

In2Core selects a coreset for efficient LLM fine-tuning with reduced data.

problem Costly fine-tuning of large language models due to extensive parameters and data requirements.
method Analyzes model gradients to estimate training sample influence, optimizing for efficiency.
result Achieves similar performance with 50% of training data using In2Core.

RAG-IT automates financial analysis using LLMs and specialized datasets.

problem Manual financial analysis is time-consuming and requires expertise.
method Retrieval-Augmented Instruction Tuning (RAG-IT) fine-tunes an LLM for financial tasks.
result RAG-IT improves financial report generation performance compared to commercial systems.

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.

A new method for efficient neural network fine-tuning using queryable low-rank update atoms.

problem Rigidity of static low-rank adaptation methods when input and depth-wise computation vary.
method A shared queryable memory of low-rank update atoms, allowing dynamic and context-sensitive adaptation.
result Improves final test performance and training stability compared to standard low-rank adaptation.

Enhances LLMs for predicting stock movements by considering news dissemination and context.

problem Lack of consideration for news dissemination and insufficient contextual data in LLMs for stock price prediction.
method Clusters news for reach assessment, enriches prompts with specific data and instructions, fine-tunes an LLM using the dataset.
result Improves prediction accuracy by 8% compared to existing methods.

Qwen3-8B outperforms classical models in financial text classification.

problem Financial text classification for trading systems and sentiment analysis.
method Noisy Embedding Instruction Finetuning and Rank-stabilized Low-Rank Adaptation.
result Qwen3-8B achieves better classification accuracy and fewer training epochs.

DatedGPT prevents lookahead bias in financial forecasting models.

problem Lookahead bias in large language models trained on internet-scale data.
method Time-aware pretraining with annual data cutoffs and instruction fine-tuning.
result Models' knowledge is effectively bounded by their data cutoff year, improving forecasting validity.

DTM improves dLLM fine-tuning stability and performance.

problem Intractable sequence-level marginal likelihoods for masked diffusion models.
method Discrete Tilt Matching (DTM) recasts dLLM fine-tuning as state-level matching of local unmasking posteriors under reward tilting.
result DTM yields strong gains on Sudoku and Countdown while remaining competitive on MATH500 and GSM8K.

The study examines label smoothing to improve confidence calibration in fine-tuned LLMs.

problem Improving confidence calibration in fine-tuned large language models (LLMs) after instruction tuning.
method Examine various open-sourced LLMs, label smoothing, and custom kernel design.
result Label smoothing is effective in maintaining confidence calibration but faces challenges in large vocabulary LLMs.

This paper simplifies fine-tuning for small LLMs, reducing barriers for developers.

problem Limited resources for fine-tuning large language models (LLMs) by individual developers and small organizations.
method Instruction-tuning datasets, small-sized LLMs (3B to 7B parameters), various training configurations and strategies.
result Improved model performance on benchmarks with specific training configurations, and insights into early termination and hyperparameter simplifications.

BTZSC benchmarks zero-shot text classification across diverse models.

problem Systematically comparing zero-shot text classification across various models.
method Comprehensive benchmark of 22 datasets, comparing NLI cross-encoders, embedding models, rerankers, and instruction-tuned LLMs.
result Rerankers and instruction-tuned LLMs outperform NLI cross-encoders, with rerankers setting a new state-of-the-art.

Training-free looped transformers improve model performance without additional training.

problem Improving model performance without additional training or fine-tuning.
method A lightweight inference-time wrapper loops a contiguous mid-stack block of layers of a frozen checkpoint without additional fine-tuning.
result Our method improves model performance across various model families.

FinRLlama wins FinRL Challenge 2024 by fine-tuning LLMs with market data.

problem Lack of contextual alignment for financial market applications in traditional LLMs.
method Fine-tuning LLaMA-3.2-3B-Instruct model with custom RLMF prompt design integrating historical data and reward feedback.
result RLMF-tuned FinRLlama framework outperforms baseline methods in signal consistency and trading outcomes.

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.

Emergent misalignment is influenced by training dynamics, model priors, and data.

problem Emergent misalignment in models
method Exploring training dynamics, model priors, and data
result Activation deltas before and after narrow fine-tuning correlate with their similarities when measured with the last prompt-token activations.

The paper analyzes how forgetting in LLMs is linked to simple task-upstream example associations.

problem Forgetting of upstream knowledge in fine-tuned LLMs.
method Empirical analysis of forgotten examples in NN upstream examples after MM new tasks, using low-rank matrix approximation.
result Forgetting can be predicted efficiently using matrix completion over empirical associations.

LLM4Causal democratizes causal reasoning via fine-tuned LLMs.

problem Limited capability of LLMs in causal inference and interpretation.
method Fine-tuning an open-source LLM for causal tasks, proposing datasets for instruction tuning.
result LLM4Causal delivers end-to-end solutions for causal problems and interprets results easily.

Paper uses LLMs for financial forecasting, overcoming sequence reasoning and multi-modal challenges.

problem Challenges in financial time series forecasting, especially cross-sequence reasoning and multi-modal signals.
method Combines LLMs with financial data and news, using zero-shot/few-shot inference and instruction-based fine-tuning.
result LLMs can offer explainable financial forecasts, leveraging cross-sequence reasoning and multi-modal information.

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.

New method prevents forgetting in LLMs by dynamically identifying task-specific subspaces.

problem Catastrophic forgetting in continual learning of LLMs.
method Adaptive Singular Value Decomposition (SVD) for constrained full fine-tuning.
result Achieves state-of-the-art results in continual learning benchmarks.

Generative Adapter adapts LMs with a single forward pass, reducing inference overhead.

problem Efficient adaptation of large language models for new contexts.
method Generative Adapter directly maps new contexts to low-rank LM adapters via self-supervised learning.
result Significant reduction in inference overhead with no need for fine-tuning.

Theoretical analysis of data quality and synergies in LLMs.

problem Understanding why different training methods require different amounts of data.
method Theoretical analysis of transformers trained on a weight prediction task for linear regression.
result SFT excels on smaller datasets challenging for the pretrained model, while RL benefits from large, not overly difficult data.

Learning in environments with large state and action spaces, and sparse rewards, can hinder a Reinforcement Learning (RL) agent's learning through trial-and-error. For instance, following natural language instructions on the Web (such as booking a flight ticket) leads to RL settings where input vocabulary and number of…

2018-12-21abs ↗pdf ↗

Interactive learning with hindsight instruction feedback achieves better performance than traditional methods.

problem Learning with expert supervision of optimal responses is often impractical or requires expert knowledge.
method Study of interactive learning with hindsight instruction feedback, introducing LORIL algorithm.
result LORIL algorithm achieves T\sqrt{T} regret, improving over baselines in domains with low-rank instruction-response distribution.

A method to improve LLMs by automating the construction of a mixture of expert prompts.

problem Limitation of single instruction prompts in covering complex problem spaces.
method Divide the problem space into sub-regions, each governed by a specialized expert with both an instruction and demos. A two-phase process constructs these experts.
result Achieves an average win rate of 81% across major benchmarks.

Improves matrix multiplication throughput for asymmetric bit-width operands.

problem Matrix multiplications between asymmetric bit-width operands, especially 8- and 4-bit, are not efficiently handled by existing SIMD instructions.
method Proposes a new SIMD matrix multiplication instruction that uses mixed precision on inputs (8- and 4-bit) and accumulates into 16-bit output, improving throughput.
result Offers 2x improvement in throughput compared to existing symmetric-operand-size instructions, with negligible overflow.

New method adapts neural networks without losing prior knowledge.

problem Understanding and enabling flexible adaptation of neural networks.
method Differential geometry framework, functionally invariant paths (FIP).
result Achieves comparable state-of-the-art performance on continual learning and sparsification tasks.

Study shows model size inversely affects few-shot instruction accuracy.

problem Understanding how model size impacts few-shot instruction prompting accuracy.
method Introduced DeltaWords dataset to evaluate model's ability to follow instructions.
result Model size inversely affects few-shot instruction accuracy, with larger models performing worse.

Improved robot navigation using multi-head attention for natural language instructions.

problem Improving robot navigation in unfamiliar environments.
method Proposes a multi-head attention mechanism blending layer in a neural network model.
result Significant performance gains in translating instructions for unseen environments.

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.

New algorithm estimates task affinities without repeated training, improving model performance and efficiency.

problem Efficiently estimating task affinities among multiple tasks for model training.
method Grad-TAG algorithm: trains a base model for all tasks and uses gradient-based linearization to estimate task affinities.
result Estimates task affinities with high accuracy and low computational cost.

EASE optimizes exemplar selection for ICL in LLMs efficiently.

problem Efficiently selecting exemplars for in-context learning (ICL) in large language models (LLMs).
method EASE uses neural bandit algorithms to optimize exemplar sets, considering both exemplar ordering and instruction.
result EASE outperforms existing methods in finding optimal exemplar sets for all test queries.

SPPO optimizes language model alignment by treating preferences as a game and achieving state-of-the-art performance.

problem Capturing intransitivity and irrationality in human preferences for accurate language model alignment.
method Self-play-based approach to identify Nash equilibrium policy through iterative policy updates.
result SPPO achieves state-of-the-art win-rate of 28.53% on AlpacaEval 2.0 without external supervision.

This paper proposes a new method to connect language and physical actions in reinforcement learning.

problem Connecting linguistic representations to the physical world in embodied agents.
method Language-conditioned goal generators to decouple sensorimotor learning from language acquisition.
result Agents can demonstrate a diversity of behaviors for any given instruction.

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.