Nowadays, large language models (LLMs) have demonstrated their ability to be a powerful knowledge generator of generate-then-read paradigm for open-domain question answering (ODQA). However this new paradigm mainly suffers from the “hallucination” and struggles to handle time-sensitive issue because of its expensive knowledge update costs. On the other hand, retrieve-then-read, as a traditional paradigm, is more limited by the relevance of acquired knowledge to the given question. In order to combine the strengths of both paradigms, and overcome their respective shortcomings, we design a new pipeline called “FlexiQA”, in which we utilize the diverse evaluation capabilities of LLMs to select knowledge effectively and flexibly. First, given a question, we prompt a LLM as a discriminator to identify whether it is time-sensitive. For time-sensitive questions, we follow the retrieve-then-read paradigm to obtain the answer. For the non time-sensitive questions, we further prompt the LLM as an evaluator to select a better document from two perspectives: factuality and relevance. Based on the selected document, we leverage a reader to get the final answer. We conduct extensive experiments on three widely-used ODQA benchmarks, the experimental results fully confirm the effectiveness of our approach.

Over the past few years, we’ve witnessed an enormous interest in stock price movement prediction using AI techniques. In recent literature, auxiliary data has been used to improve prediction accuracy, such as textual news. When predicting a particular stock, we assume that information from other stocks should also be utilized as auxiliary data to enhance performance. In this paper, we propose the Causality-guided Multi-memory Interaction Network (CMIN), a novel end-to-end deep neural network for stock movement prediction which, for the first time, models the multi-modality between financial text data and causality-enhanced stock correlations to achieve higher prediction accuracy. CMIN transforms the basic attention mechanism into Causal Attention by calculating transfer entropy between multivariate stocks in order to avoid attention on spurious correlations. Furthermore, we introduce a fusion mechanism to model the multi-directional interactions through which CMIN learns not only the self-influence but also the interactive influence in information flows representing the interrelationship between text and stock correlations. The effectiveness of the proposed approach is demonstrated by experiments on three real-world datasets collected from the U.S. and Chinese markets, where CMIN outperforms existing models to establish a new state-of-the-art prediction accuracy.