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CLC number: TP391

On-line Access: 2025-11-17

Received: 2025-05-01

Revision Accepted: 2025-10-08

Crosschecked: 2025-11-18

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Citations:  Bibtex RefMan EndNote GB/T7714

 ORCID:

Yu KANG

https://orcid.org/0009-0006-9688-4622

Xin YANG

https://orcid.org/0009-0007-6658-7464

Ge WANG

https://orcid.org/0009-0003-8903-1769

Yuda WANG

https://orcid.org/0009-0006-2439-7841

Zhanyu WANG

https://orcid.org/0000-0002-2079-4931

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Frontiers of Information Technology & Electronic Engineering  2025 Vol.26 No.10 P.1832-1846

http://doi.org/10.1631/FITEE.2500285


Can large language models effectively process and execute financial trading instructions?


Author(s):  Yu KANG, Xin YANG, Ge WANG, Yuda WANG, Zhanyu WANG, Mingwen LIU

Affiliation(s):  School of Mathematics and Physics, Xi'an Jiaotong-Liverpool University, Suzhou 215123, China; more

Corresponding email(s):   zwan0839@uni.sydney.edu.au, maxwell@xiaochuang.ai

Key Words:  Large language model, Financial instruction, Evaluation, Dataset construction


Yu KANG, Xin YANG, Ge WANG, Yuda WANG, Zhanyu WANG, Mingwen LIU. Can large language models effectively process and execute financial trading instructions?[J]. Frontiers of Information Technology & Electronic Engineering, 2025, 26(10): 1832-1846.

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pages="1832-1846",
year="2025",
publisher="Zhejiang University Press & Springer",
doi="10.1631/FITEE.2500285"
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Abstract: 
The development of large language models (LLMs) has created transformative opportunities for the financial industry, especially in the area of financial trading. However, how to integrate LLMs with trading systems has become a challenge. To address this problem, we propose an intelligent trade order recognition pipeline that enables the conversion of trade orders into a standard format for trade execution. The system improves the ability of human traders to interact with trading platforms while addressing the problem of misinformation acquisition in trade execution. In addition, we create a trade order dataset of 500 pieces of data to simulate the real-world trading scenarios. Moreover, we design several metrics to provide a comprehensive assessment of dataset reliability and the generative power of big models in finance by using five state-of-the-art LLMs on our dataset. The results show that most models generate syntactically valid JavaScript object notation (JSON) at high rates (about 80%–99%) and initiate clarifying questions in nearly all incomplete cases (about 90%–100%). However, end-to-end accuracy remains low (about 6%–14%), and missing information is substantial (about 12%–66%). Models also tend to over-interrogate—roughly 70%–80% of follow-ups are unnecessary—raising interaction costs and potential information-exposure risk. The research also demonstrates the feasibility of integrating our pipeline with the real-world trading systems, paving the way for practical deployment of LLM-based trade automation solutions.

大语言模型能有效处理和执行金融交易指令吗?

康裕1,杨欣2,王戈3,王誉达4,王占宇5,刘铭文6
1西交利物浦大学数学物理学院,中国苏州市,215123
2中山大学数学学院,中国珠海市,519082
3香港科技大学工学院,中国香港特别行政区,999077
4香港大学计算与数据科学学院,中国香港特别行政区,999077
5悉尼大学电气与计算机工程学院,澳大利亚悉尼,2006
6似然实验室,中国广州市,510300
摘要:大语言模型(LLM)的发展为金融行业创造了变革性机遇,尤其在金融交易领域。然而,如何将LLM与交易系统集成成为一项挑战。为解决这一问题,本文提出一种智能交易订单识别流程,能够在交易执行过程中将交易订单转换为标准格式。该系统提升人工交易员与交易平台的交互能力,同时解决交易执行中的信息获取偏差问题。此外,构建一个包含500条数据的交易订单数据集,用于模拟真实交易场景。通过在该数据集上对5个最先进的LLM进行实验,设计多项评价指标,以全面评估数据集的可靠性及大模型在金融领域的生成能力。实验结果表明,大多数模型能以较高准确率(约80%–99%)生成语法正确的JavaScript对象表示法(JSON),并在几乎所有(约90%–100%)不完整案例中主动提出澄清性问题。但模型的端到端准确率仍处于较低水平(约6%–14%),信息缺失问题显著(约12%–66%)。此外,模型存在过度问询倾向—约70%–80%后续问询并无必要,这不仅增加交互成本,还带来潜在的信息泄露风险。研究还证实将该流程与真实交易系统集成的可行性,为基于LLM的交易自动化解决方案的实际部署奠定基础。

关键词:大语言模型;金融指令;评估;数据集构建

Darkslateblue:Affiliate; Royal Blue:Author; Turquoise:Article

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