Li, Changlun
DeepFund: Will LLM be Professional at Fund Investment? A Live Arena Perspective
Li, Changlun, Shi, Yao, Luo, Yuyu, Tang, Nan
Large Language Models (LLMs) have demonstrated impressive capabilities across various domains, but their effectiveness in financial decision making, particularly in fund investment, remains inadequately evaluated. Current benchmarks primarily assess LLMs understanding of financial documents rather than their ability to manage assets or analyze trading opportunities in dynamic market conditions. A critical limitation in existing evaluation methodologies is the backtesting approach, which suffers from information leakage when LLMs are evaluated on historical data they may have encountered during pretraining. This paper introduces DeepFund, a comprehensive platform for evaluating LLM based trading strategies in a simulated live environment. Our approach implements a multi agent framework where LLMs serve as both analysts and managers, creating a realistic simulation of investment decision making. The platform employs a forward testing methodology that mitigates information leakage by evaluating models on market data released after their training cutoff dates. We provide a web interface that visualizes model performance across different market conditions and investment parameters, enabling detailed comparative analysis. Through DeepFund, we aim to provide a more accurate and fair assessment of LLMs capabilities in fund investment, offering insights into their potential real world applications in financial markets.
SketchFill: Sketch-Guided Code Generation for Imputing Derived Missing Values
Zhang, Yunfan, Li, Changlun, Luo, Yuyu, Tang, Nan
Missing value is a critical issue in data science, significantly impacting the reliability of analyses and predictions. Missing value imputation (MVI) is a longstanding problem because it highly relies on domain knowledge. Large language models (LLMs) have emerged as a promising tool for data cleaning, including MVI for tabular data, offering advanced capabilities for understanding and generating content. However, despite their promise, existing LLM techniques such as in-context learning and Chain-of-Thought (CoT) often fall short in guiding LLMs to perform complex reasoning for MVI, particularly when imputing derived missing values, which require mathematical formulas and data relationships across rows and columns. This gap underscores the need for further advancements in LLM methodologies to enhance their reasoning capabilities for more reliable imputation outcomes. To fill this gap, we propose SketchFill, a novel sketch-based method to guide LLMs in generating accurate formulas to impute missing numerical values. Our experimental results demonstrate that SketchFill significantly outperforms state-of-the-art methods, achieving 56.2% higher accuracy than CoT-based methods and 78.8% higher accuracy than MetaGPT. This sets a new standard for automated data cleaning and advances the field of MVI for numerical values.