Cover Image

A Comparative Study of DSPy Teleprompter Algorithms for Aligning Large Language Models Evaluation Metrics to Human Evaluation

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Sarmah, Bhaskarjit, Dutta, Kriti, Grigoryan, Anna, Tiwari, Sachin, Pasquali, Stefano, Mehta, Dhagash
Format:	Preprint
Published:	2024
Subjects:	Computation and Language Artificial Intelligence Machine Learning Statistical Finance Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

How to Choose a Threshold for an Evaluation Metric for Large Language Models
by: Sarmah, Bhaskarjit, et al.
Published: (2024)

Enhanced Local Explainability and Trust Scores with Random Forest Proximities
by: Rosaler, Joshua, et al.
Published: (2023)

HybridRAG: Integrating Knowledge Graphs and Vector Retrieval Augmented Generation for Efficient Information Extraction
by: Sarmah, Bhaskarjit, et al.
Published: (2024)

AlphaAgents: Large Language Model based Multi-Agents for Equity Portfolio Constructions
by: Zhao, Tianjiao, et al.
Published: (2025)

Case-based Explainability for Random Forest: Prototypes, Critics, Counter-factuals and Semi-factuals
by: Yampolsky, Gregory, et al.
Published: (2024)

Quantile Regression using Random Forest Proximities
by: Li, Mingshu, et al.
Published: (2024)

FinReflectKG -- EvalBench: Benchmarking Financial KG with Multi-Dimensional Evaluation
by: Dimino, Fabrizio, et al.
Published: (2025)

Can an unsupervised clustering algorithm reproduce a categorization system?
by: Castellanos, Nathalia, et al.
Published: (2024)

Uncovering Representation Bias for Investment Decisions in Open-Source Large Language Models
by: Dimino, Fabrizio, et al.
Published: (2025)

FinReflectKG -- HalluBench: GraphRAG Hallucination Benchmark for Financial Question Answering Systems
by: Kumar, Mahesh, et al.
Published: (2026)

Risk-Adjusted Harm Scoring for Automated Red Teaming for LLMs in Financial Services
by: Dimino, Fabrizio, et al.
Published: (2026)

FINCH: Financial Intelligence using Natural language for Contextualized SQL Handling
by: Singh, Avinash Kumar, et al.
Published: (2025)

FinReflectKG: Agentic Construction and Evaluation of Financial Knowledge Graphs
by: Arun, Abhinav, et al.
Published: (2025)

FinCARE: Financial Causal Analysis with Reasoning and Evidence
by: Michel, Alejandro, et al.
Published: (2025)

Tracing Positional Bias in Financial Decision-Making: Mechanistic Insights from Qwen2.5
by: Dimino, Fabrizio, et al.
Published: (2025)

FinReflectKG -- MultiHop: Financial QA Benchmark for Reasoning with Knowledge Graph Evidence
by: Arun, Abhinav, et al.
Published: (2025)

Supervised Similarity for High-Yield Corporate Bonds with Quantum Cognition Machine Learning
by: Rosaler, Joshua, et al.
Published: (2025)

STRAPSim: A Portfolio Similarity Metric for ETF Alignment and Portfolio Trades
by: Li, Mingshu, et al.
Published: (2025)

Self and mutually exciting point process embedding flexible residuals and intensity with discretely Markovian dynamics
by: Lee, Kyungsub
Published: (2024)

Institutional Differences, Crisis Shocks, and Volatility Structure: A By-Window EGARCH/TGARCH Analysis of ASEAN Stock Markets
by: Yang, Junlin
Published: (2025)

Modeling Dynamic Correlation Matrices with Shrinkage Priors
by: Coulson, Daniel Andrew, et al.
Published: (2026)

Quantile-Frequency Analysis and Spectral Measures for Diagnostic Checks of Time Series With Nonlinear Dynamics
by: Li, Ta-Hsin
Published: (2019)

Modelling financial returns with mixtures of generalized normal distributions
by: Duttilo, Pierdomenico
Published: (2024)

Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros
by: Blasques, Francisco, et al.
Published: (2018)

Hidden Markov graphical models with state-dependent generalized hyperbolic distributions
by: Foroni, Beatrice, et al.
Published: (2024)

Crossing penalised CAViaR
by: Szendrei, Tibor
Published: (2025)

Change-point estimation for Weibull time series with copula-based Markov models
by: Sun, Li-Hsien, et al.
Published: (2026)

Centered-Innovation MA for Bayesian Dirichlet ARMA: Theoretical Equivalence and an Application to Bank-Asset Shares
by: Katz, Harrison
Published: (2025)

Scores for Multivariate Distributions and Level Sets
by: Meng, Xiaochun, et al.
Published: (2020)

Probabilistic Predictions of Option Prices with Modular Approximate Bayesian Inference
by: Maneesoonthorn, Worapree, et al.
Published: (2024)

Multi-regime Markov-switching models with time-varying transition probabilities: An application to U.S. Treasury yields
by: Modée, Samuel, et al.
Published: (2026)

Bayesian Testing Of Granger Causality In Functional Time Series
by: Sen, Rituparna, et al.
Published: (2021)

A Note on the Asymptotic Properties of the GLS Estimator in Multivariate Regression with Heteroskedastic and Autocorrelated Errors
by: Moriya, Koichiro, et al.
Published: (2025)

A Dynamic Spatiotemporal and Network ARCH Model with Common Factors
by: Doğan, Osman, et al.
Published: (2024)

Holistic Multi-Scale Inference of the Leverage Effect: Efficiency under Dependent Microstructure Noise
by: Xiong, Ziyang, et al.
Published: (2025)

Bayesian Analysis of High Dimensional Vector Error Correction Model
by: Yang, Parley R, et al.
Published: (2023)

Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market
by: Franzolini, Beatrice, et al.
Published: (2022)

Kernel Three Pass Regression Filter
by: Jat, Rajveer, et al.
Published: (2024)

Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles
by: Li, Shaobo, et al.
Published: (2025)

Directional-Shift Dirichlet ARMA Models for Compositional Time Series with Structural Break Intervention
by: Katz, Harrison
Published: (2026)