Finding interpretable factors for stock returns is the most vital issue in the empirical asset pricing domain. As data-driven methods, existing factor mining models can be categorized into symbol-based and neural-based models. Symbol-based models are interpretable but inefficient, while neural-based approaches are efficient but lack interpretability. Hence, mining interpretable factors effectively presents a significant challenge. Inspired by the success of Large Language Models (LLMs) in various tasks, we propose a FActor Mining Agent (FAMA) model that enables LLMs to integrate the strengths of both neural and symbolic models for factor mining. In this paper, FAMA consists of two main components: Cross-Sample Selection (CSS) and Chain-of-Experience (CoE). CSS addresses the homogeneity challenges in LLMs during factor mining by assimilating diverse factors as in-context samples, whereas CoE enables LLMs to leverage past successful mining experiences, expediting the mining of effective factors. Experimental evaluations on real-world stock market data demonstrate the effectiveness of our approach by surpassing the SOTA RankIC by 0.006 and RankICIR by 0.105 in predicting S&P 500 returns. Furthermore, the investment simulation shows that our model can achieve superior performance with an annualized return of 38.4% and a Sharpe ratio of 667.2%.

Multilingual Knowledge Graph Completion (mKGC) aim at solving queries in different languages by reasoning a tail entity thus improving multilingual knowledge graphs. Previous studies leverage multilingual pretrained language models (PLMs) and the generative paradigm to achieve mKGC. Although multilingual pretrained language models contain extensive knowledge of different languages, its pretraining tasks cannot be directly aligned with the mKGC tasks. Moreover, the majority of KGs and PLMs currently available exhibit a pronounced English-centric bias. This makes it difficult for mKGC to achieve good results, particularly in the context of low-resource languages. To overcome previous problems, this paper introduces global and local knowledge constraints for mKGC. The former is used to constrain the reasoning of answer entities , while the latter is used to enhance the representation of query contexts. The proposed method makes the pretrained model better adapt to the mKGC task. Experimental results on public datasets demonstrate that our method outperforms the previous SOTA on Hits@1 and Hits@10 by an average of 12.32% and 16.03%, which indicates that our proposed method has significant enhancement on mKGC.

“跨语言实体消歧是在源语言句子中找到目标语言相对应的实体,对跨语言自然语言处理任务有重要支撑。现有跨语言实体消歧方法在资源丰富的语言上能得到较好的效果,但在资源稀缺的语种上效果不佳,其中越南语-汉语就是一对典型的低资源语言;另一方面,汉语和越南语是非同源语言存在较大差异,跨语言表征困难;因此现有的方法很难适用于越南语-汉语的实体消歧。事实上,汉语和越南语具有相似的音节特点,能够增强越-汉跨语言的实体表示。为更好的融合音节特征,我们提出相似音节增强的越汉跨语言实体消歧方法,缓解了越南语-汉语数据稀缺和语言差异导致性能不佳。实验表明,所提出方法优于现有的实体消歧方法,在R@1指标下提升了5.63%。”

Knowledge Graph Embedding (KGE) has been proposed and successfully utilized to knowledge Graph Completion (KGC). But classic KGE paradigm often fail in unseen relation representations. Previous studies mainly utilize the textual descriptions of relations and its neighbor relations to represent unseen relations. In fact, the semantics of a relation can be expressed by three kinds of graphs: factual graph, ontology graph, textual description graph, and they can complement each other. A more common scenario in the real world is that seen and unseen relations appear at the same time. In this setting, the training set (only seen relations) and testing set (both seen and unseen relations) own different distributions. And the train-test inconsistency problem will make KGE methods easiy overfit on seen relations and under-performance on unseen relations. In this paper, we propose decoupling mixture-of-graph experts (DMoG) for unseen relations learning, which could represent the unseen relations in the factual graph by fusing ontology and textual graphs, and decouple fusing space and reasoning space to alleviate overfitting for seen relations. The experiments on two unseen only public datasets and a mixture dataset verify the effectiveness of the proposed method, which improves the state-of-the-art methods by 6.84% in Hits@10 on average.