论文标题
LLMS对金融市场有什么了解?关于Reddit市场情绪分析的案例研究
What do LLMs Know about Financial Markets? A Case Study on Reddit Market Sentiment Analysis
论文作者
论文摘要
社交媒体内容的市场情绪分析需要了解金融市场和社交媒体术语,这对于人类评估者来说是一项艰巨的任务。由于缺乏高质量标记的数据,因此阻碍了传统的监督学习方法。取而代之的是,我们使用大型语言模型(LLM)的半监督学习来解决这个问题。我们的管道用LLM生成了Reddit帖子的财务情感标签薄弱,然后使用该数据训练可以在生产中提供的小型模型。我们发现,促使LLM产生了经过思考链的摘要并通过多种推理路径迫使它有助于产生更稳定和准确的标签,同时使用回归损失进一步提高了蒸馏质量。最终模型只有少数提示与现有监督模型相同。尽管我们的模型的生产应用受到道德考虑的限制,但该模型的竞争性能表明,使用LLM的巨大潜力,用于否则需要技能密集型注释的任务。
Market sentiment analysis on social media content requires knowledge of both financial markets and social media jargon, which makes it a challenging task for human raters. The resulting lack of high-quality labeled data stands in the way of conventional supervised learning methods. Instead, we approach this problem using semi-supervised learning with a large language model (LLM). Our pipeline generates weak financial sentiment labels for Reddit posts with an LLM and then uses that data to train a small model that can be served in production. We find that prompting the LLM to produce Chain-of-Thought summaries and forcing it through several reasoning paths helps generate more stable and accurate labels, while using a regression loss further improves distillation quality. With only a handful of prompts, the final model performs on par with existing supervised models. Though production applications of our model are limited by ethical considerations, the model's competitive performance points to the great potential of using LLMs for tasks that otherwise require skill-intensive annotation.