Enhancing Few-Shot Stock Trend Prediction with Large Language Models

The goal of stock trend prediction is to forecast future market movements for informed investment decisions. Existing methods mostly focus on predicting stock trends with supervised models trained on extensive annotated data. However, human annotation can be resource-intensive and the annotated data are not readily available. Inspired by the impressive few-shot capability of Large Language Models (LLMs), we propose using LLMs in a few-shot setting to overcome the scarcity of labeled data and make prediction more feasible to investors. Previous works typically merge multiple financial news for predicting stock trends, causing two significant problems when using LLMs: (1) Merged news contains noise, and (2) it may exceed LLMs' input limits, leading to performance degradation. To overcome these issues, we propose a two-step method 'denoising-then-voting'. Specifically, we introduce an `Irrelevant' category, and predict stock trends for individual news instead of merged news. Then we aggregate these predictions using majority voting. The proposed method offers two advantages: (1) Classifying noisy news as irrelevant removes its impact on the final prediction. (2) Predicting for individual news mitigates LLMs' input length limits. Our method achieves 66.59% accuracy in S&P 500, 62.17% in CSI-100, and 61.17% in HK stock prediction, outperforming the standard few-shot counterparts by around 7%, 4%, and 4%. Furthermore, our proposed method performs on par with state-of-the-art supervised methods.

A Survey of Generative Techniques for Spatial-Temporal Data Mining

This paper focuses on the integration of generative techniques into spatial-temporal data mining, considering the significant growth and diverse nature of spatial-temporal data. With the advancements in RNNs, CNNs, and other non-generative techniques, researchers have explored their application in capturing temporal and spatial dependencies within spatial-temporal data. However, the emergence of generative techniques such as LLMs, SSL, Seq2Seq and diffusion models has opened up new possibilities for enhancing spatial-temporal data mining further. The paper provides a comprehensive analysis of generative technique-based spatial-temporal methods and introduces a standardized framework specifically designed for the spatial-temporal data mining pipeline. By offering a detailed review and a novel taxonomy of spatial-temporal methodology utilizing generative techniques, the paper enables a deeper understanding of the various techniques employed in this field. Furthermore, the paper highlights promising future research directions, urging researchers to delve deeper into spatial-temporal data mining. It emphasizes the need to explore untapped opportunities and push the boundaries of knowledge to unlock new insights and improve the effectiveness and efficiency of spatial-temporal data mining. By integrating generative techniques and providing a standardized framework, the paper contributes to advancing the field and encourages researchers to explore the vast potential of generative techniques in spatial-temporal data mining.

Improving Factual Error Correction by Learning to Inject Factual Errors

Factual error correction (FEC) aims to revise factual errors in false claims with minimal editing, making them faithful to the provided evidence. This task is crucial for alleviating the hallucination problem encountered by large language models. Given the lack of paired data (i.e., false claims and their corresponding correct claims), existing methods typically adopt the mask-then-correct paradigm. This paradigm relies solely on unpaired false claims and correct claims, thus being referred to as distantly supervised methods. These methods require a masker to explicitly identify factual errors within false claims before revising with a corrector. However, the absence of paired data to train the masker makes accurately pinpointing factual errors within claims challenging. To mitigate this, we propose to improve FEC by Learning to Inject Factual Errors (LIFE), a three-step distantly supervised method: mask-corrupt-correct. Specifically, we first train a corruptor using the mask-then-corrupt procedure, allowing it to deliberately introduce factual errors into correct text. The corruptor is then applied to correct claims, generating a substantial amount of paired data. After that, we filter out low-quality data, and use the remaining data to train a corrector. Notably, our corrector does not require a masker, thus circumventing the bottleneck associated with explicit factual error identification. Our experiments on a public dataset verify the effectiveness of LIFE in two key aspects: Firstly, it outperforms the previous best-performing distantly supervised method by a notable margin of 10.59 points in SARI Final (19.3% improvement). Secondly, even compared to ChatGPT prompted with in-context examples, LIFE achieves a superiority of 7.16 points in SARI Final.

Noisy Pair Corrector for Dense Retrieval

Most dense retrieval models contain an implicit assumption: the training query-document pairs are exactly matched. Since it is expensive to annotate the corpus manually, training pairs in real-world applications are usually collected automatically, which inevitably introduces mismatched-pair noise. In this paper, we explore an interesting and challenging problem in dense retrieval, how to train an effective model with mismatched-pair noise. To solve this problem, we propose a novel approach called Noisy Pair Corrector (NPC), which consists of a detection module and a correction module. The detection module estimates noise pairs by calculating the perplexity between annotated positive and easy negative documents. The correction module utilizes an exponential moving average (EMA) model to provide a soft supervised signal, aiding in mitigating the effects of noise. We conduct experiments on text-retrieval benchmarks Natural Question and TriviaQA, code-search benchmarks StaQC and SO-DS. Experimental results show that NPC achieves excellent performance in handling both synthetic and realistic noise.

AnnoLLM: Making Large Language Models to Be Better Crowdsourced Annotators

Many natural language processing (NLP) tasks rely on labeled data to train machine learning models to achieve high performance. However, data annotation can be a time-consuming and expensive process, especially when the task involves a large amount of data or requires specialized domains. Recently, GPT-3.5 series models have demonstrated remarkable few-shot and zero-shot ability across various NLP tasks. In this paper, we first claim that large language models (LLMs), such as GPT-3.5, can serve as an excellent crowdsourced annotator by providing them with sufficient guidance and demonstrated examples. To make LLMs to be better annotators, we propose a two-step approach, 'explain-then-annotate'. To be more precise, we begin by creating prompts for every demonstrated example, which we subsequently utilize to prompt a LLM to provide an explanation for why the specific ground truth answer/label was chosen for that particular example. Following this, we construct the few-shot chain-of-thought prompt with the self-generated explanation and employ it to annotate the unlabeled data. We conduct experiments on three tasks, including user input and keyword relevance assessment, BoolQ and WiC. The annotation results from GPT-3.5 surpasses those from crowdsourced annotation for user input and keyword relevance assessment. Additionally, for the other two tasks, GPT-3.5 achieves results that are comparable to those obtained through crowdsourced annotation.

Curriculum Sampling for Dense Retrieval with Document Expansion

The dual-encoder has become the de facto architecture for dense retrieval. Typically, it computes the latent representations of the query and document independently, thus failing to fully capture the interactions between the query and document. To alleviate this, recent work expects to get query-informed representations of documents. During training, it expands the document with a real query, while replacing the real query with a generated pseudo query at inference. This discrepancy between training and inference makes the dense retrieval model pay more attention to the query information but ignore the document when computing the document representation. As a result, it even performs worse than the vanilla dense retrieval model, since its performance depends heavily on the relevance between the generated queries and the real query. In this paper, we propose a curriculum sampling strategy, which also resorts to the pseudo query at training and gradually increases the relevance of the generated query to the real query. In this way, the retrieval model can learn to extend its attention from the document only to both the document and query, hence getting high-quality query-informed document representations. Experimental results on several passage retrieval datasets show that our approach outperforms the previous dense retrieval methods1.

Parallel Refinements for Lexically Constrained Text Generation with BART

Lexically constrained text generation aims to control the generated text by incorporating some pre-specified keywords into the output. Previous work injects lexical constraints into the output by controlling the decoding process or refining the candidate output iteratively, which tends to generate generic or ungrammatical sentences, and has high computational complexity. To address these challenges, we propose Constrained BART (CBART) for lexically constrained text generation. CBART leverages the pre-trained model BART and transfers part of the generation burden from the decoder to the encoder by decomposing this task into two sub-tasks, thereby improving the sentence quality. Concretely, we extend BART by adding a token-level classifier over the encoder, aiming at instructing the decoder where to replace and insert. Guided by the encoder, the decoder refines multiple tokens of the input in one step by inserting tokens before specific positions and re-predicting tokens with low confidence. To further reduce the inference latency, the decoder predicts all tokens in parallel. Experiment results on One-Billion-Word and Yelp show that CBART can generate plausible text with high quality and diversity while significantly accelerating inference.

Show Me How To Revise: Improving Lexically Constrained Sentence Generation with XLNet

Lexically constrained sentence generation allows the incorporation of prior knowledge such as lexical constraints into the output. This technique has been applied to machine translation, and dialog response generation. Previous work usually used Markov Chain Monte Carlo (MCMC) sampling to generate lexically constrained sentences, but they randomly determined the position to be edited and the action to be taken, resulting in many invalid refinements. To overcome this challenge, we used a classifier to instruct the MCMC-based models where and how to refine the candidate sentences. First, we developed two methods to create synthetic data on which the pre-trained model is fine-tuned to obtain a reliable classifier. Next, we proposed a two-step approach, "Predict and Revise", for constrained sentence generation. During the predict step, we leveraged the classifier to compute the learned prior for the candidate sentence. During the revise step, we resorted to MCMC sampling to revise the candidate sentence by conducting a sampled action at a sampled position drawn from the learned prior. We compared our proposed models with many strong baselines on two tasks, generating sentences with lexical constraints and text infilling. Experimental results have demonstrated that our proposed model performs much better than the previous work in terms of sentence fluency and diversity. Our code and pre-trained models are available at https://github.com/NLPCode/MCMCXLNet.