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Customizing Large Language Models for Quant Finance Applications

33.00 mins
Dr. Alexander Sokol
Thu 21 Sep 2023

Due to the highly specialized subject matter, the leading commercial (GPT-4) and open source (Llama 2, Code Llama) LLMs are unable to provide specialized comprehension and generation suitable for quant finance applications out of the box.

In this presentation, I will describe fine-tuning and prompt engineering techniques that convert stock LLMs into specialized tools that can assist with the following model governance functions, subject to final sign-off by human analysts:

1) Validation of trade capture using LLM comprehension of trade confirmations
2) Validation of model documentation using LLM comprehension of source code
3) LLM generation of model documentation and release note drafts