Finetuned DeepSeek R1 Distill Llama 8B CoT Financial Analyst

🚀 DeepSeek-R1金融推理模型

本項目是基於DeepSeek-R1-Distill-Llama-8B模型，使用LoRA技術針對金融思維鏈推理進行微調的版本，能夠有效處理金融領域的問答推理問題。

🚀 快速開始

本模型可用於金融領域的問答推理，以下是一個使用示例，展示了模型如何分析在美聯儲加息情況下哪種債券價格最易下跌。

💻 使用示例

基礎用法

Question: If the Federal Reserve raises interest rates, which bond is most sensitive to price decline?

Options:
A. 2-year Treasury bond
B. 30-year corporate bond with a 5% coupon
C. 10-year municipal bond
D. Floating-rate note tied to LIBOR

Generated Analysis:
<analysis>
The question is asking about the bond that is most sensitive to a price decline if the Federal Reserve raises interest rates The Federal Reserve's decision to raise interest rates typically affects interest-sensitive assets and financial instruments 

A 2-year Treasury bond is a government-backed bond that typically has low sensitivity to interest rate changes as it has a short duration and fixed interest rate 

A 30-year corporate bond with a 5% coupon is a long-duration bond which is generally more sensitive to interest rate changes because the coupon is fixed, and the value of the bond is more affected by changes in market interest rates 

A 10-year municipal bond is also a long-duration bond and is similarly affected by interest rate changes as the market interest rate changes can have a significant impact on its value 

A floating-rate note tied to LIBOR (London Interbank Offered Rate) is a financial instrument that allows the issuer to pay a floating rate based on market conditions, so it is also sensitive to changes in interest rates 

However, the 30-year corporate bond with a 5% coupon is particularly sensitive to interest rate increases because it has a long duration and a fixed coupon, so its market value is more affected by rising interest rates 

Given that the Federal Reserve raises interest rates, the bond that is most sensitive to a price decline would be the 30-year corporate bond with a 5% coupon as the increase in interest rates would cause the market value of this bond to decrease significantly due to the rising opportunity cost of holding a fixed-coupon bond in a higher interest rate environment
</analysis>
B
<｜end▁of▁sentence｜>

Correct Answer: B
Expected Explanation: Long-duration fixed-coupon bonds are most rate-sensitive. Floating-rate notes adjust with rate changes.

📄 許可證

本模型使用的許可證為MIT許可證。

📚 詳細文檔

上傳模型信息

開發者首次公開此模型，歡迎通過LinkedIn 或 Email ✉提出建議和改進意見。