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Pre-trained large language models (LLM) have emerged as a powerful tool for simulating various scenarios and generating output given specific instructions and multimodal input. In this work, we analyze the specific use of LLM to enhance a…

Machine Learning · Computer Science 2024-05-10 Yuhang Wu , Yingfei Wang , Chu Wang , Zeyu Zheng

This paper presents a novel hierarchical framework for portfolio optimization, integrating lightweight Large Language Models (LLMs) with Deep Reinforcement Learning (DRL) to combine sentiment signals from financial news with traditional…

Portfolio Management · Quantitative Finance 2025-07-25 Benjamin Coriat , Eric Benhamou

We propose Decision by Supervised Learning (DSL), a practical framework for robust portfolio optimization. DSL reframes portfolio construction as a supervised learning problem: models are trained to predict optimal portfolio weights, using…

Machine Learning · Computer Science 2025-10-22 Juhyeong Kim , Sungyoon Choi , Youngbin Lee , Yejin Kim , Yongmin Choi , Yongjae Lee

With the rapid development of natural language processing technology, large-scale language models (LLM) have achieved remarkable results in a variety of tasks. However, how to effectively train these huge models and improve their…

Artificial Intelligence · Computer Science 2024-12-09 Jiajing Chen , Bingying Liu , Xiaoxuan Liao , Jia Gao , Hongye Zheng , Yue Li

Large language models (LLMs) have recently shown great advances in a variety of tasks, including natural language understanding and generation. However, their use in high-stakes decision-making scenarios is still limited due to the…

Computation and Language · Computer Science 2023-11-14 Jiefeng Chen , Jinsung Yoon , Sayna Ebrahimi , Sercan O Arik , Tomas Pfister , Somesh Jha

In finance, Large Language Models (LLMs) face frequent knowledge conflicts arising from discrepancies between their pre-trained parametric knowledge and real-time market data. These conflicts are especially problematic in real-world…

Portfolio Management · Quantitative Finance 2025-10-20 Hoyoung Lee , Junhyuk Seo , Suhwan Park , Junhyeong Lee , Wonbin Ahn , Chanyeol Choi , Alejandro Lopez-Lira , Yongjae Lee

Large language models (LLMs) excel across diverse natural language processing tasks but face resource demands and limited context windows. Although techniques like pruning, quantization, and token dropping can mitigate these issues, their…

Computation and Language · Computer Science 2025-08-04 Ammar Ahmed , Sheng Di , Franck Cappello , Zirui Liu , Jingoo Han , Ali Anwar

Large language models (LLMs) sometimes fail to respond appropriately to deterministic tasks -- such as counting or forming acronyms -- because the implicit prior distribution they have learned over sequences of tokens influences their…

Computation and Language · Computer Science 2025-04-18 Liyi Zhang , Veniamin Veselovsky , R. Thomas McCoy , Thomas L. Griffiths

The advancement of Large Language Models (LLMs) for domain applications in fields such as materials science and engineering depends on the development of fine-tuning strategies that adapt models for specialized, technical capabilities. In…

Computation and Language · Computer Science 2024-09-06 Wei Lu , Rachel K. Luu , Markus J. Buehler

Future wireless networks are expected to incorporate diverse services that often lack general mathematical models. To address such black-box network management tasks, the large language model (LLM) optimizer framework, which leverages…

Information Theory · Computer Science 2025-07-04 Hoon Lee , Wentao Zhou , Merouane Debbah , Inkyu Lee

Bayesian Optimization critically depends on the choice of acquisition function, but no single strategy is universally optimal; the best choice is non-stationary and problem-dependent. Existing adaptive portfolio methods often base their…

Machine Learning · Computer Science 2026-02-10 Giang Ngo , Dat Phan Trong , Dang Nguyen , Sunil Gupta , Svetha Venkatesh

We surely enjoy the larger the better models for their superior performance in the last couple of years when both the hardware and software support the birth of such extremely huge models. The applied fields include text mining and others.…

Computation and Language · Computer Science 2024-06-04 Hanjuan Huang , Hao-Jia Song , Hsing-Kuo Pao

Mathematical reasoning and optimization are fundamental to artificial intelligence and computational problem-solving. Recent advancements in Large Language Models (LLMs) have significantly improved AI-driven mathematical reasoning, theorem…

Artificial Intelligence · Computer Science 2025-03-25 Ali Forootani

Machine learning practitioners often face significant challenges in formally integrating their prior knowledge and beliefs into predictive models, limiting the potential for nuanced and context-aware analyses. Moreover, the expertise needed…

Machine Learning · Statistics 2024-12-23 James Requeima , John Bronskill , Dami Choi , Richard E. Turner , David Duvenaud

In this paper, we propose a machine learning algorithm for time-inconsistent portfolio optimization. The proposed algorithm builds upon neural network based trading schemes, in which the asset allocation at each time point is determined by…

Portfolio Management · Quantitative Finance 2023-09-06 Kristoffer Andersson , Cornelis W. Oosterlee

Large language models (LLMs) have been widely adopted due to their remarkable performance across various applications, driving the accelerated development of a large number of diverse models. However, these individual LLMs show limitations…

Computation and Language · Computer Science 2025-06-13 Kaushal Kumar Maurya , KV Aditya Srivatsa , Ekaterina Kochmar

Human decision-making belongs to the foundation of our society and civilization, but we are on the verge of a future where much of it will be delegated to artificial intelligence. The arrival of Large Language Models (LLMs) has transformed…

Artificial Intelligence · Computer Science 2025-06-23 Hao Li , Gengrui Zhang , Petter Holme , Shuyue Hu , Zhen Wang

Supply Chain Management requires addressing a variety of complex decision-making challenges, from sourcing strategies to planning and execution. Over the last few decades, advances in computation and information technologies have enabled…

Artificial Intelligence · Computer Science 2025-07-30 David Simchi-Levi , Konstantina Mellou , Ishai Menache , Jeevan Pathuri

Predictive analysis is a cornerstone of modern decision-making, with applications in various domains. Large Language Models (LLMs) have emerged as powerful tools in enabling nuanced, knowledge-intensive conversations, thus aiding in complex…

Computation and Language · Computer Science 2025-05-26 Qin Chen , Yuanyi Ren , Xiaojun Ma , Yuyang Shi

We propose a novel framework that leverages large language models (LLMs) to guide the rank selection in tensor network models for higher-order data analysis. By utilising the intrinsic reasoning capabilities and domain knowledge of LLMs,…

Machine Learning · Computer Science 2024-10-15 Giorgos Iacovides , Wuyang Zhou , Danilo Mandic