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Papers

FinBen: A Holistic Financial Benchmark for Large Language Models

2024-02-20 · Qianqian Xie, Weiguang Han, Zhengyu Chen, Ruoyu Xiang, Xiao Zhang, Yueru He, Mengxi Xiao, Dong Li, Yongfu Dai, Duanyu Feng, Yijing Xu, Haoqiang Kang, Ziyan Kuang, Chenhan Yuan, Kailai Yang, Zheheng Luo, Tianlin Zhang, Zhiwei Liu, Guojun Xiong, Zhiyang Deng, Yuechen Jiang, Zhiyuan Yao, Haohang Li, Yangyang Yu, Gang Hu, Jiajia Huang, Xiao-Yang Liu, Alejandro Lopez-Lira, Benyou Wang, Yanzhao Lai, Hao Wang, Min Peng, Sophia Ananiadou, Jimin Huang

LLMs have transformed NLP and shown promise in various fields, yet their potential in finance is underexplored due to a lack of comprehensive evaluation benchmarks, the rapid development of LLMs, and the complexity of financial tasks. In this paper, we introduce FinBen, the first extensive open-source evaluation benchmark, including 36 datasets spanning 24 financial tasks, covering seven critical aspects: information extraction (IE), textual analysis, question answering (QA), text generation, risk management, forecasting, and decision-making. FinBen offers several key innovations: a broader range of tasks and datasets, the first evaluation of stock trading, novel agent and Retrieval-Augmented Generation (RAG) evaluation, and three novel open-source evaluation datasets for text summarization, question answering, and stock trading. Our evaluation of 15 representative LLMs, including GPT-4, ChatGPT, and the latest Gemini, reveals several key findings: While LLMs excel in IE and textual analysis, they struggle with advanced reasoning and complex tasks like text generation and forecasting. GPT-4 excels in IE and stock trading, while Gemini is better at text generation and forecasting. Instruction-tuned LLMs improve textual analysis but offer limited benefits for complex tasks such as QA. FinBen has been used to host the first financial LLMs shared task at the FinNLP-AgentScen workshop during IJCAI-2024, attracting 12 teams. Their novel solutions outperformed GPT-4, showcasing FinBen's potential to drive innovation in financial LLMs. All datasets, results, and codes are released for the research community: https://github.com/The-FinAI/PIXIU.

📄 PDF Abstract BibTeX arXiv:2402.12659

Code (2)

the-finai/pixiu 공식 구현 pytorch
chancefocus/pixiu pytorch

Tasks

Question AnsweringRAGRetrieval-augmented GenerationText GenerationText Summarization

Methods 이 논문이 사용한 방법론

Linear Layer A Linear Layer is a projection $\mathbf{XW + b}$.
Dense Connections Dense Connections, or Fully Connected Connections, are a type of layer in a deep neural network that use a linear operation where every input is connected to every output…
Label Smoothing Label Smoothing is a regularization technique that introduces noise for the labels. This accounts for the fact that datasets may have mistakes in them, so maximizing the…
Adam 설명 없음
Attention 설명 없음
Softmax The Softmax output function transforms a previous layer's output into a vector of probabilities. It is commonly used for multiclass classification. Given an input vector $x$…
Multi-Head Attention 설명 없음
Layer Normalization Unlike batch normalization, Layer Normalization directly estimates the normalization statistics from the summed inputs…

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