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Results for “T5” · papers 3 · wiki 2
Academic Papers · 3arXiv q-fin live 3 · desk corpus 0
arXiv · arXiv q-fin · 2026
Particularly, financial named-entity recognition (NER) is one of the many important approaches to translate unformatted reports and news into structured knowledge graphs. However, free, easy-to-use large language models (LLMs) often fail to differentiate organisations as people, or disregard an actual monetary amount entirely. This paper takes Meta's Llama 3 8B and applies it to financial NER by combining instruction…
Zhiming Lian
arXiv · arXiv q-fin · 2025
Accurate electricity price forecasting (EPF) is crucial for effective decision-making in power trading on the spot market. While recent advances in generative artificial intelligence (GenAI) and pre-trained large language models (LLMs) have inspired the development of numerous time series foundation models (TSFMs) for time series forecasting, their effectiveness in EPF remains uncertain. To address this gap, we bench…
Timothée Hornek Amir Sartipi, Igor Tchappi, Gilbert Fridgen
arXiv · arXiv q-fin · 2025
Financial text classification has increasingly become an important aspect in quantitative trading systems and related tasks, such as financial sentiment analysis and the classification of financial news. In this paper, we assess the performance of the large language model Qwen3-8B on both tasks. Qwen3-8B is a state-of-the-art model that exhibits strong instruction-following and multilingual capabilities, and is disti…
Zhiming Lian
Option Blackboard · 0
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