Papers by Jingshu Peng
Automate Strategy Finding with LLM in Quant Investment (2025.findings-emnlp)
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Zhizhuo Kou, Holam Yu, Junyu Luo, Jingshu Peng, Xujia Li, Chengzhong Liu, Juntao Dai, Lei Chen, Sirui Han, Yike Guo
| Challenge: | Experimental results demonstrate robust performance of the strategy in Chinese & US market regimes compared to established benchmarks. |
| Approach: | They propose a framework leveraging Large Language Models within a risk-aware multi-agent system for automate strategy finding in quantitative finance. |
| Outcome: | The proposed framework outperforms all benchmarks in Chinese & US market regimes with 53.17% cumulative return on SSE50. |
FinMME: Benchmark Dataset for Financial Multi-Modal Reasoning Evaluation (2025.acl-long)
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Junyu Luo, Zhizhuo Kou, Liming Yang, Xiao Luo, Jinsheng Huang, Zhiping Xiao, Jingshu Peng, Chengzhong Liu, Jiaming Ji, Xuanzhe Liu, Sirui Han, Ming Zhang, Yike Guo
| Challenge: | Multimodal Large Language Models (MLLMs) have experienced rapid development in recent years, but there is a notable lack of effective and specialized multimodal evaluation datasets in the financial domain. |
| Approach: | They introduce FinMME, a multimodal large language model with 11,000 financial research samples and 20 annotators. |
| Outcome: | The proposed model performs better than state-of-the-art models, highlighting its challenging nature. |