Large Language Models (LLMs) have garnered significant attention for their impressive general-purpose capabilities. For applications requiring intricate domain knowledge, Retrieval-Augmented Generation (RAG) has shown a distinct advantage in incorporating domain-specific information into LLMs. However, existing RAG research has not fully addressed the challenges of Multiple Choice Question Answering (MCQA) in telecommunications, particularly in terms of retrieval quality and mitigating hallucinations. To tackle these challenges, we propose a novel first token probability guided RAG framework. This framework leverages confidence scores to optimize key hyperparameters, such as chunk number and chunk window size, while dynamically adjusting the context. Our method starts by retrieving the most relevant chunks and generates a single token as the potential answer. The probabilities of all options are then normalized to serve as confidence scores, which guide the dynamic adjustment of the context. By iteratively optimizing the hyperparameters based on these confidence scores, we can continuously improve RAG performance. We conducted experiments to validate the effectiveness of our framework, demonstrating its potential to enhance accuracy in domain-specific MCQA tasks.

This article applies natural language processing (NLP) to extract and quantify textual information to predict stock performance. Using an extensive dataset of Chinese analyst reports and employing a customized BERT deep learning model for Chinese text, this study categorizes the sentiment of the reports as positive, neutral, or negative. The findings underscore the predictive capacity of this sentiment indicator for stock volatility, excess returns, and trading volume. Specifically, analyst reports with strong positive sentiment will increase excess return and intraday volatility, and vice versa, reports with strong negative sentiment also increase volatility and trading volume, but decrease future excess return. The magnitude of this effect is greater for positive sentiment reports than for negative sentiment reports. This article contributes to the empirical literature on sentiment analysis and the response of the stock market to news in the Chinese stock market.