Search Results for author: Yanzhao Lai

Found 5 papers, 3 papers with code

PIXIU: A Large Language Model, Instruction Data and Evaluation Benchmark for Finance

2 code implementations8 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.

Conversational Question Answering Language Modelling +5

The Wall Street Neophyte: A Zero-Shot Analysis of ChatGPT Over MultiModal Stock Movement Prediction Challenges

no code implementations10 Apr 2023 Qianqian Xie, Weiguang Han, Yanzhao Lai, Min Peng, Jimin Huang

Recently, large language models (LLMs) like ChatGPT have demonstrated remarkable performance across a variety of natural language processing tasks.

Mastering Pair Trading with Risk-Aware Recurrent Reinforcement Learning

no code implementations1 Apr 2023 Weiguang Han, Jimin Huang, Qianqian Xie, Boyi Zhang, Yanzhao Lai, Min Peng

Although pair trading is the simplest hedging strategy for an investor to eliminate market risk, it is still a great challenge for reinforcement learning (RL) methods to perform pair trading as human expertise.

PAIR TRADING reinforcement-learning +1

Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning

1 code implementation25 Jan 2023 Weiguang Han, Boyi Zhang, Qianqian Xie, Min Peng, Yanzhao Lai, Jimin Huang

For pair selection, ignoring the trading performance results in the wrong assets being selected with irrelevant price movements, while the agent trained for trading can overfit to the selected assets without any historical information of other assets.

Hierarchical Reinforcement Learning PAIR TRADING +2

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