LLM-Based Routing in Mixture of Experts: A Novel Framework for Trading

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Autori principali: Liu, Kuan-Ming, Lo, Ming-Chih
Natura: Preprint
Pubblicazione: 2025
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author Liu, Kuan-Ming
Lo, Ming-Chih
author_facet Liu, Kuan-Ming
Lo, Ming-Chih
contents Recent advances in deep learning and large language models (LLMs) have facilitated the deployment of the mixture-of-experts (MoE) mechanism in the stock investment domain. While these models have demonstrated promising trading performance, they are often unimodal, neglecting the wealth of information available in other modalities, such as textual data. Moreover, the traditional neural network-based router selection mechanism fails to consider contextual and real-world nuances, resulting in suboptimal expert selection. To address these limitations, we propose LLMoE, a novel framework that employs LLMs as the router within the MoE architecture. Specifically, we replace the conventional neural network-based router with LLMs, leveraging their extensive world knowledge and reasoning capabilities to select experts based on historical price data and stock news. This approach provides a more effective and interpretable selection mechanism. Our experiments on multimodal real-world stock datasets demonstrate that LLMoE outperforms state-of-the-art MoE models and other deep neural network approaches. Additionally, the flexible architecture of LLMoE allows for easy adaptation to various downstream tasks.
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id arxiv_https___arxiv_org_abs_2501_09636
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle LLM-Based Routing in Mixture of Experts: A Novel Framework for Trading
Liu, Kuan-Ming
Lo, Ming-Chih
Machine Learning
Trading and Market Microstructure
Recent advances in deep learning and large language models (LLMs) have facilitated the deployment of the mixture-of-experts (MoE) mechanism in the stock investment domain. While these models have demonstrated promising trading performance, they are often unimodal, neglecting the wealth of information available in other modalities, such as textual data. Moreover, the traditional neural network-based router selection mechanism fails to consider contextual and real-world nuances, resulting in suboptimal expert selection. To address these limitations, we propose LLMoE, a novel framework that employs LLMs as the router within the MoE architecture. Specifically, we replace the conventional neural network-based router with LLMs, leveraging their extensive world knowledge and reasoning capabilities to select experts based on historical price data and stock news. This approach provides a more effective and interpretable selection mechanism. Our experiments on multimodal real-world stock datasets demonstrate that LLMoE outperforms state-of-the-art MoE models and other deep neural network approaches. Additionally, the flexible architecture of LLMoE allows for easy adaptation to various downstream tasks.
title LLM-Based Routing in Mixture of Experts: A Novel Framework for Trading
topic Machine Learning
Trading and Market Microstructure
url https://arxiv.org/abs/2501.09636