arXiv subjects

Hiroki Sakaji

Publications and source records attributed to Hiroki Sakaji.

25 records · Page 2Linked to original sources

arXiv2024

LLMFactor: Extracting Profitable Factors through Prompts for Explainable Stock Movement Prediction

Recently, Large Language Models (LLMs) have attracted significant attention for their exceptional performance across a broad range of tasks, particularly in text analysis. However, the finance sector presents a distinct challenge due to its dependence on time-series data for complex forecasting tasks. In this study, we introduce a novel framework called LLMFactor, which employs Sequential Knowledge-Guided Prompting (SKGP) to identify factors that influence stock movements using LLMs. Unlike previous methods that relied on keyphrases or sentiment analysis, this approach focuses on extracting factors more directly related to stock market dynamics, providing clear explanations for complex temporal changes. Our framework directs the LLMs to create background knowledge through a fill-in-the-blank strategy and then discerns potential factors affecting stock prices from related news. Guided by background knowledge and identified factors, we leverage historical stock prices in textual format to predict stock movement. An extensive evaluation of the LLMFactor framework across four benchmark datasets from both the U.S. and Chinese stock markets demonstrates its superiority over existing state-of-the-art methods and its effectiveness in financial time-series forecasting.

cs.CL↗

arXiv2024

Is ChatGPT the Future of Causal Text Mining? A Comprehensive Evaluation and Analysis

Causality is fundamental in human cognition and has drawn attention in diverse research fields. With growing volumes of textual data, discerning causalities within text data is crucial, and causal text mining plays a pivotal role in extracting meaningful patterns. This study conducts comprehensive evaluations of ChatGPT's causal text mining capabilities. Firstly, we introduce a benchmark that extends beyond general English datasets, including domain-specific and non-English datasets. We also provide an evaluation framework to ensure fair comparisons between ChatGPT and previous approaches. Finally, our analysis outlines the limitations and future challenges in employing ChatGPT for causal text mining. Specifically, our analysis reveals that ChatGPT serves as a good starting point for various datasets. However, when equipped with a sufficient amount of training data, previous models still surpass ChatGPT's performance. Additionally, ChatGPT suffers from the tendency to falsely recognize non-causal sequences as causal sequences. These issues become even more pronounced with advanced versions of the model, such as GPT-4. In addition, we highlight the constraints of ChatGPT in handling complex causality types, including both intra/inter-sentential and implicit causality. The model also faces challenges with effectively leveraging in-context learning and domain adaptation. We release our code to support further research and development in this field.

cs.CL↗

arXiv2023

JMedLoRA:Medical Domain Adaptation on Japanese Large Language Models using Instruction-tuning

In the ongoing wave of impact driven by large language models (LLMs) like ChatGPT, the adaptation of LLMs to medical domain has emerged as a crucial research frontier. Since mainstream LLMs tend to be designed for general-purpose applications, constructing a medical LLM through domain adaptation is a huge challenge. While instruction-tuning is used to fine-tune some LLMs, its precise roles in domain adaptation remain unknown. Here we show the contribution of LoRA-based instruction-tuning to performance in Japanese medical question-answering tasks. In doing so, we employ a multifaceted evaluation for multiple-choice questions, including scoring based on "Exact match" and "Gestalt distance" in addition to the conventional accuracy. Our findings suggest that LoRA-based instruction-tuning can partially incorporate domain-specific knowledge into LLMs, with larger models demonstrating more pronounced effects. Furthermore, our results underscore the potential of adapting English-centric models for Japanese applications in domain adaptation, while also highlighting the persisting limitations of Japanese-centric models. This initiative represents a pioneering effort in enabling medical institutions to fine-tune and operate models without relying on external services.

cs.CL↗

arXiv2023

From Base to Conversational: Japanese Instruction Dataset and Tuning Large Language Models

Instruction tuning is essential for large language models (LLMs) to become interactive. While many instruction tuning datasets exist in English, there is a noticeable lack in other languages. Also, their effectiveness has not been well verified in non-English languages. We construct a Japanese instruction dataset by expanding and filtering existing datasets and apply the dataset to a Japanese pre-trained base model. We performed Low-Rank Adaptation (LoRA) tuning on both Japanese and English existing models using our instruction dataset. We evaluated these models from both quantitative and qualitative perspectives. As a result, the effectiveness of Japanese instruction datasets is confirmed. The results also indicate that even with relatively small LLMs, performances in downstream tasks would be improved through instruction tuning. Our instruction dataset, tuned models, and implementation are publicly available online.

cs.CL↗

arXiv2023

llm-japanese-dataset v0: Construction of Japanese Chat Dataset for Large Language Models and its Methodology

This study constructed a Japanese chat dataset for tuning large language models (LLMs), which consist of about 8.4 million records. Recently, LLMs have been developed and gaining popularity. However, high-performing LLMs are usually mainly for English. There are two ways to support languages other than English by those LLMs: constructing LLMs from scratch or tuning existing models. However, in both ways, datasets are necessary parts. In this study, we focused on supporting Japanese in those LLMs and making a dataset for training or tuning LLMs in Japanese. The dataset we constructed consisted of various tasks, such as translation and knowledge tasks. In our experiment, we tuned an existing LLM using our dataset and evaluated the performance qualitatively. The results suggest that our dataset is possibly beneficial for LLMs. However, we also revealed some difficulties in constructing LLMs in languages other than English.

cs.CL↗

arXiv2022

Policy Gradient Stock GAN for Realistic Discrete Order Data Generation in Financial Markets

This study proposes a new generative adversarial network (GAN) for generating realistic orders in financial markets. In some previous works, GANs for financial markets generated fake orders in continuous spaces because of GAN architectures' learning limitations. However, in reality, the orders are discrete, such as order prices, which has minimum order price unit, or order types. Thus, we change the generation method to place the generated fake orders into discrete spaces in this study. Because this change disabled the ordinary GAN learning algorithm, this study employed a policy gradient, frequently used in reinforcement learning, for the learning algorithm. Through our experiments, we show that our proposed model outperforms previous models in generated order distribution. As an additional benefit of introducing the policy gradient, the entropy of the generated policy can be used to check GAN's learning status. In the future, higher performance GANs, better evaluation methods, or the applications of our GANs can be addressed.

cs.LG↗

arXiv2020

Data Combination for Problem-solving: A Case of an Open Data Exchange Platform

In recent years, rather than enclosing data within a single organization, exchanging and combining data from different domains has become an emerging practice. Many studies have discussed the economic and utility value of data and data exchange, but the characteristics of data that contribute to problem solving through data combination have not been fully understood. In big data and interdisciplinary data combinations, large-scale data with many variables are expected to be used, and value is expected to be created by combining data as much as possible. In this study, we conduct three experiments to investigate the characteristics of data, focusing on the relationships between data combinations and variables in each dataset, using empirical data shared by the local government. The results indicate that even datasets that have a few variables are frequently used to propose solutions for problem solving. Moreover, we found that even if the datasets in the solution do not have common variables, there are some well-established solutions to the problems. The findings of this study shed light on mechanisms behind data combination for problem-solving involving multiple datasets and variables.

cs.CY↗