3 code implementations • 10 Mar 2024 • Gang Hu, Ke Qin, Chenhan Yuan, Min Peng, Alejandro Lopez-Lira, Benyou Wang, Sophia Ananiadou, Wanlong Yu, Jimin Huang, Qianqian Xie
While the progression of Large Language Models (LLMs) has notably propelled financial analysis, their application has largely been confined to singular language realms, leaving untapped the potential of bilingual Chinese-English capacity.
2 code implementations • 20 Feb 2024 • Qianqian Xie, Weiguang Han, Zhengyu Chen, Ruoyu Xiang, Xiao Zhang, Yueru He, Mengxi Xiao, Dong Li, Yongfu Dai, Duanyu Feng, Yijing Xu, Haoqiang Kang, Ziyan Kuang, Chenhan Yuan, Kailai Yang, Zheheng Luo, Tianlin Zhang, Zhiwei Liu, Guojun Xiong, Zhiyang Deng, Yuechen Jiang, Zhiyuan Yao, Haohang Li, Yangyang Yu, Gang Hu, Jiajia Huang, Xiao-Yang Liu, Alejandro Lopez-Lira, Benyou Wang, Yanzhao Lai, Hao Wang, Min Peng, Sophia Ananiadou, Jimin Huang
This along with the rapid development of LLMs, highlights the urgent need for a systematic financial evaluation benchmark for LLMs.
2 code implementations • 12 Feb 2024 • Xiao Zhang, Ruoyu Xiang, Chenhan Yuan, Duanyu Feng, Weiguang Han, Alejandro Lopez-Lira, Xiao-Yang Liu, Sophia Ananiadou, Min Peng, Jimin Huang, Qianqian Xie
We evaluate our model and existing LLMs using FLARE-ES, the first comprehensive bilingual evaluation benchmark with 21 datasets covering 9 tasks.
1 code implementation • 1 Oct 2023 • Duanyu Feng, Yongfu Dai, Jimin Huang, Yifang Zhang, Qianqian Xie, Weiguang Han, Zhengyu Chen, Alejandro Lopez-Lira, Hao Wang
We then propose the first Credit and Risk Assessment Large Language Model (CALM) by instruction tuning, tailored to the nuanced demands of various financial risk assessment tasks.
2 code implementations • 8 Jun 2023 • Qianqian Xie, Weiguang Han, Xiao Zhang, Yanzhao Lai, Min Peng, Alejandro Lopez-Lira, Jimin Huang
This paper introduces PIXIU, a comprehensive framework including the first financial LLM based on fine-tuning LLaMA with instruction data, the first instruction data with 136K data samples to support the fine-tuning, and an evaluation benchmark with 5 tasks and 9 datasets.
no code implementations • 15 Apr 2023 • Alejandro Lopez-Lira, Yuehua Tang
More basic models such as GPT-1, GPT-2, and BERT cannot accurately forecast returns, indicating return predictability is an emerging capacity of complex language models.
1 code implementation • 20 Dec 2022 • Andrew Y. Chen, Alejandro Lopez-Lira, Tom Zimmermann
For both methods, about 50% of predictability remains after the original sample periods.