Financial Sentiment Analysis on News and Reports Using Large Language Models and FinBERT

Financial sentiment analysis (FSA) is crucial for evaluating market sentiment and making well-informed financial decisions. The advent of large language models (LLMs) such as BERT and its financial variant, FinBERT, has notably enhanced sentiment analysis capabilities. This paper investigates the application of LLMs and FinBERT for FSA, comparing their performance on news articles, financial reports and company announcements. The study emphasizes the advantages of prompt engineering with zero-shot and few-shot strategy to improve sentiment classification accuracy. Experimental results indicate that GPT-4o, with few-shot examples of financial texts, can be as competent as a well fine-tuned FinBERT in this specialized field.

Bridging Context Gaps: Leveraging Coreference Resolution for Long Contextual Understanding

Large language models (LLMs) have shown remarkable capabilities in natural language processing; however, they still face difficulties when tasked with understanding lengthy contexts and executing effective question answering. These challenges often arise due to the complexity and ambiguity present in longer texts. To enhance the performance of LLMs in such scenarios, we introduce the Long Question Coreference Adaptation (LQCA) method. This innovative framework focuses on coreference resolution tailored to long contexts, allowing the model to identify and manage references effectively. The LQCA method encompasses four key steps: resolving coreferences within sub-documents, computing the distances between mentions, defining a representative mention for coreference, and answering questions through mention replacement. By processing information systematically, the framework provides easier-to-handle partitions for LLMs, promoting better understanding. Experimental evaluations on a range of LLMs and datasets have yielded positive results, with a notable improvements on OpenAI-o1-mini and GPT-4o models, highlighting the effectiveness of leveraging coreference resolution to bridge context gaps in question answering.

DELTA: Dual Consistency Delving with Topological Uncertainty for Active Graph Domain Adaptation

Graph domain adaptation has recently enabled knowledge transfer across different graphs. However, without the semantic information on target graphs, the performance on target graphs is still far from satisfactory. To address the issue, we study the problem of active graph domain adaptation, which selects a small quantitative of informative nodes on the target graph for extra annotation. This problem is highly challenging due to the complicated topological relationships and the distribution discrepancy across graphs. In this paper, we propose a novel approach named Dual Consistency Delving with Topological Uncertainty (DELTA) for active graph domain adaptation. Our DELTA consists of an edge-oriented graph subnetwork and a path-oriented graph subnetwork, which can explore topological semantics from complementary perspectives. In particular, our edge-oriented graph subnetwork utilizes the message passing mechanism to learn neighborhood information, while our path-oriented graph subnetwork explores high-order relationships from substructures. To jointly learn from two subnetworks, we roughly select informative candidate nodes with the consideration of consistency across two subnetworks. Then, we aggregate local semantics from its K-hop subgraph based on node degrees for topological uncertainty estimation. To overcome potential distribution shifts, we compare target nodes and their corresponding source nodes for discrepancy scores as an additional component for fine selection. Extensive experiments on benchmark datasets demonstrate that DELTA outperforms various state-of-the-art approaches.

A Comprehensive Graph Pooling Benchmark: Effectiveness, Robustness and Generalizability

Graph pooling has gained attention for its ability to obtain effective node and graph representations for various downstream tasks. Despite the recent surge in graph pooling approaches, there is a lack of standardized experimental settings and fair benchmarks to evaluate their performance. To address this issue, we have constructed a comprehensive benchmark that includes 15 graph pooling methods and 21 different graph datasets. This benchmark systematically assesses the performance of graph pooling methods in three dimensions, i.e., effectiveness, robustness, and generalizability. We first evaluate the performance of these graph pooling approaches across different tasks including graph classification, graph regression and node classification. Then, we investigate their performance under potential noise attacks and out-of-distribution shifts in real-world scenarios. We also involve detailed efficiency analysis and parameter analysis. Extensive experiments validate the strong capability and applicability of graph pooling approaches in various scenarios, which can provide valuable insights and guidance for deep geometric learning research. The source code of our benchmark is available at https://github.com/goose315/Graph_Pooling_Benchmark.