Zhi Chen

Zhi Chen, Qiguang Chen, Libo Qin et al.

Recent advancements in large language models (LLMs) with extended context windows have significantly improved tasks such as information extraction, question answering, and complex planning scenarios. In order to achieve success in long context tasks, a large amount of work has been done to enhance the long context capabilities of the model through synthetic data. Existing methods typically utilize the Self-Instruct framework to generate instruction tuning data for better long context capability improvement. However, our preliminary experiments indicate that less than 35% of generated samples are multi-hop, and more than 40% exhibit poor quality, limiting comprehensive understanding and further research. To improve the quality of synthetic data, we propose the Multi-agent Interactive Multi-hop Generation (MIMG) framework, incorporating a Quality Verification Agent, a Single-hop Question Generation Agent, a Multiple Question Sampling Strategy, and a Multi-hop Question Merger Agent. This framework improves the data quality, with the proportion of high-quality, multi-hop, and diverse data exceeding 85%. Furthermore, we systematically investigate strategies for document selection, question merging, and validation techniques through extensive experiments across various models. Our findings show that our synthetic high-quality long-context instruction data significantly enhances model performance, even surpassing models trained on larger amounts of human-annotated data. Our code is available at: https://github.com/WowCZ/LongMIT.

Yangyang Yu, Zhiyuan Yao, Haohang Li et al.

Large language models (LLMs) have demonstrated notable potential in conducting complex tasks and are increasingly utilized in various financial applications. However, high-quality sequential financial investment decision-making remains challenging. These tasks require multiple interactions with a volatile environment for every decision, demanding sufficient intelligence to maximize returns and manage risks. Although LLMs have been used to develop agent systems that surpass human teams and yield impressive investment returns, opportunities to enhance multi-sourced information synthesis and optimize decision-making outcomes through timely experience refinement remain unexplored. Here, we introduce the FinCon, an LLM-based multi-agent framework with CONceptual verbal reinforcement tailored for diverse FINancial tasks. Inspired by effective real-world investment firm organizational structures, FinCon utilizes a manager-analyst communication hierarchy. This structure allows for synchronized cross-functional agent collaboration towards unified goals through natural language interactions and equips each agent with greater memory capacity than humans. Additionally, a risk-control component in FinCon enhances decision quality by episodically initiating a self-critiquing mechanism to update systematic investment beliefs. The conceptualized beliefs serve as verbal reinforcement for the future agent's behavior and can be selectively propagated to the appropriate node that requires knowledge updates. This feature significantly improves performance while reducing unnecessary peer-to-peer communication costs. Moreover, FinCon demonstrates strong generalization capabilities in various financial tasks, including single stock trading and portfolio management.