FinGPT: Democratizing Internet-scale Data for Financial Large Language Models

Large language models (LLMs) have demonstrated remarkable proficiency in understanding and generating human-like texts, which may potentially revolutionize the finance industry. However, existing LLMs often fall short in the financial field, which is mainly attributed to the disparities between general text data and financial text data. Unfortunately, there is only a limited number of financial text datasets available (quite small size), and BloombergGPT, the first financial LLM (FinLLM), is close-sourced (only the training logs were released). In light of this, we aim to democratize Internet-scale financial data for LLMs, which is an open challenge due to diverse data sources, low signal-to-noise ratio, and high time-validity. To address the challenges, we introduce an open-sourced and data-centric framework, \textit{Financial Generative Pre-trained Transformer (FinGPT)}, that automates the collection and curation of real-time financial data from >34 diverse sources on the Internet, providing researchers and practitioners with accessible and transparent resources to develop their FinLLMs. Additionally, we propose a simple yet effective strategy for fine-tuning FinLLM using the inherent feedback from the market, dubbed Reinforcement Learning with Stock Prices (RLSP). We also adopt the Low-rank Adaptation (LoRA, QLoRA) method that enables users to customize their own FinLLMs from open-source general-purpose LLMs at a low cost. Finally, we showcase several FinGPT applications, including robo-advisor, sentiment analysis for algorithmic trading, and low-code development. FinGPT aims to democratize FinLLMs, stimulate innovation, and unlock new opportunities in open finance. The codes are available at https://github.com/AI4Finance-Foundation/FinGPT and https://github.com/AI4Finance-Foundation/FinNLPComment: 43 pages, 9 tables, and 3 figure

Interactive System-wise Anomaly Detection

Anomaly detection, where data instances are discovered containing feature patterns different from the majority, plays a fundamental role in various applications. However, it is challenging for existing methods to handle the scenarios where the instances are systems whose characteristics are not readily observed as data. Appropriate interactions are needed to interact with the systems and identify those with abnormal responses. Detecting system-wise anomalies is a challenging task due to several reasons including: how to formally define the system-wise anomaly detection problem; how to find the effective activation signal for interacting with systems to progressively collect the data and learn the detector; how to guarantee stable training in such a non-stationary scenario with real-time interactions? To address the challenges, we propose InterSAD (Interactive System-wise Anomaly Detection). Specifically, first, we adopt Markov decision process to model the interactive systems, and define anomalous systems as anomalous transition and anomalous reward systems. Then, we develop an end-to-end approach which includes an encoder-decoder module that learns system embeddings, and a policy network to generate effective activation for separating embeddings of normal and anomaly systems. Finally, we design a training method to stabilize the learning process, which includes a replay buffer to store historical interaction data and allow them to be re-sampled. Experiments on two benchmark environments, including identifying the anomalous robotic systems and detecting user data poisoning in recommendation models, demonstrate the superiority of InterSAD compared with state-of-the-art baselines methods

PyODDS: An End-to-end Outlier Detection System with Automated Machine Learning

Outlier detection is an important task for various data mining applications. Current outlier detection techniques are often manually designed for specific domains, requiring large human efforts of database setup, algorithm selection, and hyper-parameter tuning. To fill this gap, we present PyODDS, an automated end-to-end Python system for Outlier Detection with Database Support, which automatically optimizes an outlier detection pipeline for a new data source at hand. Specifically, we define the search space in the outlier detection pipeline, and produce a search strategy within the given search space. PyODDS enables end-to-end executions based on an Apache Spark backend server and a light-weight database. It also provides unified interfaces and visualizations for users with or without data science or machine learning background. In particular, we demonstrate PyODDS on several real-world datasets, with quantification analysis and visualization results.Comment: In Companion Proceedings of the Web Conference 2020 (WWW 20