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Journal of Zhejiang University SCIENCE C 1998 Vol.-1 No.-1 P.

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


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


Author(s):  Yu KANG1, Xin YANG2, Ge WANG3, Yuda WANG4, Zhanyu WANG5, Mingwen LIU6

Affiliation(s):  1School of Mathematics and Physics, Xi ,an Jiaotong-Liverpool University, Suzhou 215123, China 2School of Mathematics, Sun Yat-sen University, Zhuhai 519082, China 3School of Engineering, The Hong Kong University of Science and Technology, Hong Kong 999077, China 4School of Computing and Data Science, The University of Hong Kong, Hong Kong 999077, China 5School of Electrical and Computer Engineering, Sydney University, Sydney 2006, Australia 6Likelihood Lab, Guangzhou 510300, China

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

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


Yu KANG1, Xin YANG2, Ge WANG3, Yuda WANG4, Zhanyu WANG5, Mingwen LIU6. Can large language models effectively process and execute financial trading instructions?[J]. Frontiers of Information Technology & Electronic Engineering, 1998, -1(-1): .

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publisher="Zhejiang University Press & Springer",
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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.

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

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