Rui Song

Rui Song, Yingji Li, Lida Shi et al.

Shortcut learning refers to the phenomenon where models employ simple, non-robust decision rules in practical tasks, which hinders their generalization and robustness. With the rapid development of large language models (LLMs) in recent years, an increasing number of studies have shown the impact of shortcut learning on LLMs. This paper provides a novel perspective to review relevant research on shortcut learning in In-Context Learning (ICL). It conducts a detailed exploration of the types of shortcuts in ICL tasks, their causes, available benchmarks, and strategies for mitigating shortcuts. Based on corresponding observations, it summarizes the unresolved issues in existing research and attempts to outline the future research landscape of shortcut learning.

Jianian Wang, Sheng Zhang, Yanghua Xiao et al.

With multiple components and relations, financial data are often presented as graph data, since it could represent both the individual features and the complicated relations. Due to the complexity and volatility of the financial market, the graph constructed on the financial data is often heterogeneous or time-varying, which imposes challenges on modeling technology. Among the graph modeling technologies, graph neural network (GNN) models are able to handle the complex graph structure and achieve great performance and thus could be used to solve financial tasks. In this work, we provide a comprehensive review of GNN models in recent financial context. We first categorize the commonly-used financial graphs and summarize the feature processing step for each node. Then we summarize the GNN methodology for each graph type, application in each area, and propose some potential research areas.