Self-Learning LLMs for Stock Forecasting: A Python Implementation with Direct Preference Optimization
Summary Forecasting future events is a critical task in fields like finance, politics, and technology. However, improving the forecasting abilities of large language models (LLMs) often requires extensive human supervision. In this post, we explore a novel approach from the paper LLMs Can Teach Themselves to Better Predict the Future that enables LLMs to teach themselves better forecasting skills using self-play and Direct Preference Optimization (DPO). We’ll walk through a Python implementation of this method, step by step.