SeQwen at the Financial Misinformation Detection Challenge Task: Sequential Learning for Claim Verification and Explanation Generation in Financial Domains
- URL: http://arxiv.org/abs/2412.00549v1
- Date: Sat, 30 Nov 2024 18:03:04 GMT
- Title: SeQwen at the Financial Misinformation Detection Challenge Task: Sequential Learning for Claim Verification and Explanation Generation in Financial Domains
- Authors: Jebish Purbey, Siddhant Gupta, Nikhil Manali, Siddartha Pullakhandam, Drishti Sharma, Ashay Srivastava, Ram Mohan Rao Kadiyala,
- Abstract summary: This paper presents the system description of our entry for the COLING 2025 FMD challenge, focusing on misinformation detection in financial domains.
We experimented with a combination of large language models, including Qwen, Mistral, and Gemma-2.
Our approach achieved competitive results with an F1-score of 0.8283 for classification, and ROUGE-1 of 0.7253 for explanations.
- Score: 0.0
- License:
- Abstract: This paper presents the system description of our entry for the COLING 2025 FMD challenge, focusing on misinformation detection in financial domains. We experimented with a combination of large language models, including Qwen, Mistral, and Gemma-2, and leveraged pre-processing and sequential learning for not only identifying fraudulent financial content but also generating coherent, and concise explanations that clarify the rationale behind the classifications. Our approach achieved competitive results with an F1-score of 0.8283 for classification, and ROUGE-1 of 0.7253 for explanations. This work highlights the transformative potential of LLMs in financial applications, offering insights into their capabilities for combating misinformation and enhancing transparency while identifying areas for future improvement in robustness and domain adaptation.
Related papers
- Demystifying Domain-adaptive Post-training for Financial LLMs [79.581577578952]
FINDAP is a systematic and fine-grained investigation into domain adaptive post-training of large language models (LLMs)
Our approach consists of four key components: FinCap, FinRec, FinTrain and FinEval.
The resulting model, Llama-Fin, achieves state-of-the-art performance across a wide range of financial tasks.
arXiv Detail & Related papers (2025-01-09T04:26:15Z) - Financial Named Entity Recognition: How Far Can LLM Go? [2.4247752614854203]
Large language models (LLMs) have revolutionized the extraction and analysis of crucial information from a growing volume of financial statements, announcements, and business news.
We present a systematic evaluation of state-of-the-art LLMs and prompting methods in the financial Named Entity Recognition (NER) problem.
arXiv Detail & Related papers (2025-01-04T08:47:21Z) - Financial Knowledge Large Language Model [4.599537455808687]
We introduce IDEA-FinBench, an evaluation benchmark for assessing financial knowledge in large language models (LLMs)
We propose IDEA-FinKER, a framework designed to facilitate the rapid adaptation of general LLMs to the financial domain.
Finally, we present IDEA-FinQA, a financial question-answering system powered by LLMs.
arXiv Detail & Related papers (2024-06-29T08:26:49Z) - Advancing Anomaly Detection: Non-Semantic Financial Data Encoding with LLMs [49.57641083688934]
We introduce a novel approach to anomaly detection in financial data using Large Language Models (LLMs) embeddings.
Our experiments demonstrate that LLMs contribute valuable information to anomaly detection as our models outperform the baselines.
arXiv Detail & Related papers (2024-06-05T20:19:09Z) - AlphaFin: Benchmarking Financial Analysis with Retrieval-Augmented Stock-Chain Framework [48.3060010653088]
We release AlphaFin datasets, combining traditional research datasets, real-time financial data, and handwritten chain-of-thought (CoT) data.
We then use AlphaFin datasets to benchmark a state-of-the-art method, called Stock-Chain, for effectively tackling the financial analysis task.
arXiv Detail & Related papers (2024-03-19T09:45:33Z) - Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models [51.3422222472898]
We document the capability of large language models (LLMs) like ChatGPT to predict stock price movements using news headlines.
We develop a theoretical model incorporating information capacity constraints, underreaction, limits-to-arbitrage, and LLMs.
arXiv Detail & Related papers (2023-04-15T19:22:37Z) - DSC-IITISM at FinCausal 2021: Combining POS tagging with Attention-based
Contextual Representations for Identifying Causal Relationships in Financial
Documents [0.0]
Causality detection has applications in information retrieval, event prediction, question answering, financial analysis, and market research.
In this study, we explore several methods to identify and extract cause-effect pairs in financial documents using transformers.
Our best methodology achieves an F1-Score of 0.9551, and an Exact Match Score of 0.8777 on the blind test.
arXiv Detail & Related papers (2021-10-31T13:09:19Z) - FinQA: A Dataset of Numerical Reasoning over Financial Data [52.7249610894623]
We focus on answering deep questions over financial data, aiming to automate the analysis of a large corpus of financial documents.
We propose a new large-scale dataset, FinQA, with Question-Answering pairs over Financial reports, written by financial experts.
The results demonstrate that popular, large, pre-trained models fall far short of expert humans in acquiring finance knowledge.
arXiv Detail & Related papers (2021-09-01T00:08:14Z) - Continuous Domain Adaptation with Variational Domain-Agnostic Feature
Replay [78.7472257594881]
Learning in non-stationary environments is one of the biggest challenges in machine learning.
Non-stationarity can be caused by either task drift, or the domain drift.
We propose variational domain-agnostic feature replay, an approach that is composed of three components.
arXiv Detail & Related papers (2020-03-09T19:50:24Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.