Enhancing LLM with Evolutionary Fine Tuning for News Summary Generation

News summary generation is an important task in the field of intelligence analysis, which can provide accurate and comprehensive information to help people better understand and respond to complex real-world events. However, traditional news summary generation methods face some challenges, which are limited by the model itself and the amount of training data, as well as the influence of text noise, making it difficult to generate reliable information accurately. In this paper, we propose a new paradigm for news summary generation using LLM with powerful natural language understanding and generative capabilities. We use LLM to extract multiple structured event patterns from the events contained in news paragraphs, evolve the event pattern population with genetic algorithm, and select the most adaptive event pattern to input into the LLM to generate news summaries. A News Summary Generator (NSG) is designed to select and evolve the event pattern populations and generate news summaries. The experimental results show that the news summary generator is able to generate accurate and reliable news summaries with some generalization ability.Comment: 12 pages, 2 figure

A method for incremental discovery of financial event types based on anomaly detection

Event datasets in the financial domain are often constructed based on actual application scenarios, and their event types are weakly reusable due to scenario constraints; at the same time, the massive and diverse new financial big data cannot be limited to the event types defined for specific scenarios. This limitation of a small number of event types does not meet our research needs for more complex tasks such as the prediction of major financial events and the analysis of the ripple effects of financial events. In this paper, a three-stage approach is proposed to accomplish incremental discovery of event types. For an existing annotated financial event dataset, the three-stage approach consists of: for a set of financial event data with a mixture of original and unknown event types, a semi-supervised deep clustering model with anomaly detection is first applied to classify the data into normal and abnormal events, where abnormal events are events that do not belong to known types; then normal events are tagged with appropriate event types and abnormal events are reasonably clustered. Finally, a cluster keyword extraction method is used to recommend the type names of events for the new event clusters, thus incrementally discovering new event types. The proposed method is effective in the incremental discovery of new event types on real data sets.Comment: 11 pages,4 figure