Search Results for author: Guijin Son

Found 7 papers, 5 papers with code

ESG Classification by Implicit Rule Learning via GPT-4

no code implementations22 Mar 2024 Hyo Jeong Yun, Chanyoung Kim, Moonjeong Hahm, Kyuri Kim, Guijin Son

Environmental, social, and governance (ESG) factors are widely adopted as higher investment return indicators.

In-Context Learning Navigate

Multi-Task Inference: Can Large Language Models Follow Multiple Instructions at Once?

1 code implementation18 Feb 2024 Guijin Son, Sangwon Baek, Sangdae Nam, Ilgyun Jeong, Seungone Kim

Large language models (LLMs) are typically prompted to follow a single instruction per inference call.

KMMLU: Measuring Massive Multitask Language Understanding in Korean

no code implementations18 Feb 2024 Guijin Son, Hanwool Lee, Sungdong Kim, Seungone Kim, Niklas Muennighoff, Taekyoon Choi, Cheonbok Park, Kang Min Yoo, Stella Biderman

We propose KMMLU, a new Korean benchmark with 35, 030 expert-level multiple-choice questions across 45 subjects ranging from humanities to STEM.

Language Modelling Multiple-choice

Beyond Classification: Financial Reasoning in State-of-the-Art Language Models

1 code implementation30 Apr 2023 Guijin Son, Hanearl Jung, Moonjeong Hahm, Keonju Na, Sol Jin

Overall, this research seeks to contribute to the understanding of the efficacy of language models in the field of finance, with a particular emphasis on their ability to engage in sophisticated reasoning and analysis within the context of investment decision-making.

Decision Making Synthetic Data Generation

Removing Non-Stationary Knowledge From Pre-Trained Language Models for Entity-Level Sentiment Classification in Finance

1 code implementation9 Jan 2023 Guijin Son, Hanwool Lee, Nahyeon Kang, Moonjeong Hahm

Extraction of sentiment signals from news text, stock message boards, and business reports, for stock movement prediction, has been a rising field of interest in finance.

Sentiment Analysis Sentiment Classification +1

Neural Networks for Delta Hedging

1 code implementation19 Dec 2021 Guijin Son, Joocheol Kim

The Black-Scholes model, defined under the assumption of a perfect financial market, theoretically creates a flawless hedging strategy allowing the trader to evade risks in a portfolio of options.

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