Instruction Tuning

The LLM Pro Finance Suite: Multilingual Large Language Models for Financial Applications ArXiv ID: 2511.08621 “View on arXiv” Authors: Gaëtan Caillaut, Raheel Qader, Jingshu Liu, Mariam Nakhlé, Arezki Sadoune, Massinissa Ahmim, Jean-Gabriel Barthelemy Abstract The financial industry’s growing demand for advanced natural language processing (NLP) capabilities has highlighted the limitations of generalist large language models (LLMs) in handling domain-specific financial tasks. To address this gap, we introduce the LLM Pro Finance Suite, a collection of five instruction-tuned LLMs (ranging from 8B to 70B parameters) specifically designed for financial applications. Our approach focuses on enhancing generalist instruction-tuned models, leveraging their existing strengths in instruction following, reasoning, and toxicity control, while fine-tuning them on a curated, high-quality financial corpus comprising over 50% finance-related data in English, French, and German. We evaluate the LLM Pro Finance Suite on a comprehensive financial benchmark suite, demonstrating consistent improvement over state-of-the-art baselines in finance-oriented tasks and financial translation. Notably, our models maintain the strong general-domain capabilities of their base models, ensuring reliable performance across non-specialized tasks. This dual proficiency, enhanced financial expertise without compromise on general abilities, makes the LLM Pro Finance Suite an ideal drop-in replacement for existing LLMs in financial workflows, offering improved domain-specific performance while preserving overall versatility. We publicly release two 8B-parameters models to foster future research and development in financial NLP applications: https://huggingface.co/collections/DragonLLM/llm-open-finance. ...

FinGPT: Enhancing Sentiment-Based Stock Movement Prediction with Dissemination-Aware and Context-Enriched LLMs ArXiv ID: 2412.10823 “View on arXiv” Authors: Unknown Abstract Financial sentiment analysis is crucial for understanding the influence of news on stock prices. Recently, large language models (LLMs) have been widely adopted for this purpose due to their advanced text analysis capabilities. However, these models often only consider the news content itself, ignoring its dissemination, which hampers accurate prediction of short-term stock movements. Additionally, current methods often lack sufficient contextual data and explicit instructions in their prompts, limiting LLMs’ ability to interpret news. In this paper, we propose a data-driven approach that enhances LLM-powered sentiment-based stock movement predictions by incorporating news dissemination breadth, contextual data, and explicit instructions. We cluster recent company-related news to assess its reach and influence, enriching prompts with more specific data and precise instructions. This data is used to construct an instruction tuning dataset to fine-tune an LLM for predicting short-term stock price movements. Our experimental results show that our approach improves prediction accuracy by 8% compared to existing methods. ...

RAG-IT: Retrieval-Augmented Instruction Tuning for Automated Financial Analysis – A Case Study for the Semiconductor Sector ArXiv ID: 2412.08179 “View on arXiv” Authors: Unknown Abstract Financial analysis relies heavily on the interpretation of earnings reports to assess company performance and guide decision-making. Traditional methods for generating such analyzes require significant financial expertise and are often time-consuming. With the rapid advancement of Large Language Models (LLMs), domain-specific adaptations have emerged for financial tasks such as sentiment analysis and entity recognition. This paper introduces RAG-IT (Retrieval-Augmented Instruction Tuning), a novel framework designed to automate the generation of earnings report analysis through an LLM fine-tuned specifically for the financial domain. Our approach integrates retrieval augmentation with instruction-based fine-tuning to enhance factual accuracy, contextual relevance, and domain adaptability. We construct a sector-specific financial instruction dataset derived from semiconductor industry documents to guide the LLM adaptation to specialized financial reasoning. Using NVIDIA, AMD, and Broadcom as representative companies, our case study demonstrates that RAG-IT substantially improves a general-purpose open-source LLM and achieves performance comparable to commercial systems like GPT-3.5 on financial report generation tasks. This research highlights the potential of retrieval-augmented instruction tuning to streamline and elevate financial analysis automation, advancing the broader field of intelligent financial reporting. ...

The Construction of Instruction-tuned LLMs for Finance without Instruction Data Using Continual Pretraining and Model Merging ArXiv ID: 2409.19854 “View on arXiv” Authors: Unknown Abstract This paper proposes a novel method for constructing instruction-tuned large language models (LLMs) for finance without instruction data. Traditionally, developing such domain-specific LLMs has been resource-intensive, requiring a large dataset and significant computational power for continual pretraining and instruction tuning. Our study proposes a simpler approach that combines domain-specific continual pretraining with model merging. Given that general-purpose pretrained LLMs and their instruction-tuned LLMs are often publicly available, they can be leveraged to obtain the necessary instruction task vector. By merging this with a domain-specific pretrained vector, we can effectively create instruction-tuned LLMs for finance without additional instruction data. Our process involves two steps: first, we perform continual pretraining on financial data; second, we merge the instruction-tuned vector with the domain-specific pretrained vector. Our experiments demonstrate the successful construction of instruction-tuned LLMs for finance. One major advantage of our method is that the instruction-tuned and domain-specific pretrained vectors are nearly independent. This independence makes our approach highly effective. The Japanese financial instruction-tuned LLMs we developed in this study are available at https://huggingface.co/pfnet/nekomata-14b-pfn-qfin-inst-merge. ...

FinGPT: Instruction Tuning Benchmark for Open-Source Large Language Models in Financial Datasets ArXiv ID: 2310.04793 “View on arXiv” Authors: Unknown Abstract In the swiftly expanding domain of Natural Language Processing (NLP), the potential of GPT-based models for the financial sector is increasingly evident. However, the integration of these models with financial datasets presents challenges, notably in determining their adeptness and relevance. This paper introduces a distinctive approach anchored in the Instruction Tuning paradigm for open-source large language models, specifically adapted for financial contexts. Through this methodology, we capitalize on the interoperability of open-source models, ensuring a seamless and transparent integration. We begin by explaining the Instruction Tuning paradigm, highlighting its effectiveness for immediate integration. The paper presents a benchmarking scheme designed for end-to-end training and testing, employing a cost-effective progression. Firstly, we assess basic competencies and fundamental tasks, such as Named Entity Recognition (NER) and sentiment analysis to enhance specialization. Next, we delve into a comprehensive model, executing multi-task operations by amalgamating all instructional tunings to examine versatility. Finally, we explore the zero-shot capabilities by earmarking unseen tasks and incorporating novel datasets to understand adaptability in uncharted terrains. Such a paradigm fortifies the principles of openness and reproducibility, laying a robust foundation for future investigations in open-source financial large language models (FinLLMs). ...

Instruct-FinGPT: Financial Sentiment Analysis by Instruction Tuning of General-Purpose Large Language Models ArXiv ID: 2306.12659 “View on arXiv” Authors: Unknown Abstract Sentiment analysis is a vital tool for uncovering insights from financial articles, news, and social media, shaping our understanding of market movements. Despite the impressive capabilities of large language models (LLMs) in financial natural language processing (NLP), they still struggle with accurately interpreting numerical values and grasping financial context, limiting their effectiveness in predicting financial sentiment. In this paper, we introduce a simple yet effective instruction tuning approach to address these issues. By transforming a small portion of supervised financial sentiment analysis data into instruction data and fine-tuning a general-purpose LLM with this method, we achieve remarkable advancements in financial sentiment analysis. In the experiment, our approach outperforms state-of-the-art supervised sentiment analysis models, as well as widely used LLMs like ChatGPT and LLaMAs, particularly in scenarios where numerical understanding and contextual comprehension are vital. ...