FinanceMATH: Knowledge-Intensive Math Reasoning in Finance Domains

Yilun Zhao, Hongjun Liu, Yitao Long, Rui Zhang, Chen Zhao, Arman Cohan


Abstract
We introduce FinanceMath, a novel benchmark designed to evaluate LLMs' capabilities in solving knowledge-intensive math reasoning problems. Compared to prior works, this study features three core advancements. First, FinanceMath includes 1,200 problems with a hybrid of textual and tabular content. These problems require college-level knowledge in the finance domain for effective resolution. Second, we provide expert-annotated, detailed solution references in Python program format, ensuring a high-quality benchmark for LLM assessment. We also construct a finance-domain knowledge bank and investigate various knowledge integration strategies. Finally, we evaluate a wide spectrum of 44 LLMs with both Chain-of-Thought and Program-of-Thought prompting methods. Our experimental results reveal that the current best-performing system (i.e., GPT-4o) achieves only 60.9% accuracy using CoT prompting, leaving substantial room for improvement. Moreover, while augmenting LLMs with external knowledge can improve model performance (e.g., from 47.5% to 54.5% for Gemini-1.5-Pro), their accuracy remains significantly lower than the estimated human expert performance of 92%. We believe that FinanceMath can advance future research in the area of domain-specific knowledge retrieval and integration, particularly within the context of solving reasoning-intensive tasks.
Anthology ID:
2024.acl-long.693
Original:
2024.acl-long.693v1
Version 2:
2024.acl-long.693v2
Volume:
Proceedings of the 62nd Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers)
Month:
August
Year:
2024
Address:
Bangkok, Thailand
Editors:
Lun-Wei Ku, Andre Martins, Vivek Srikumar
Venue:
ACL
SIG:
Publisher:
Association for Computational Linguistics
Note:
Pages:
12841–12858
Language:
URL:
https://aclanthology.org/2024.acl-long.693
DOI:
10.18653/v1/2024.acl-long.693
Bibkey:
Cite (ACL):
Yilun Zhao, Hongjun Liu, Yitao Long, Rui Zhang, Chen Zhao, and Arman Cohan. 2024. FinanceMATH: Knowledge-Intensive Math Reasoning in Finance Domains. In Proceedings of the 62nd Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers), pages 12841–12858, Bangkok, Thailand. Association for Computational Linguistics.
Cite (Informal):
FinanceMATH: Knowledge-Intensive Math Reasoning in Finance Domains (Zhao et al., ACL 2024)
Copy Citation:
PDF:
https://aclanthology.org/2024.acl-long.693.pdf