MoMoE: A Mixture of Expert Agent Model for Financial Sentiment Analysis
Peng Shu, Junhao Chen, Zhengliang Liu, Hanqi Jiang, Yi Pan, Khanh Nhu Nguyen, Zihao Wu, Huaqin Zhao, Yiwei Li, Enze Shi, ShaoChen Xu
TL;DR
MoMoE introduces a two-tier architecture that fuses sparsely gated Mixture of Experts with a Mixture of Agents framework on top of LLaMA-3.1-8B to tackle financial sentiment analysis. By replacing the final attention FFN with a four-layer MoE and adding a load-balancing loss, the model achieves micro and macro specialization; its integration with multiple agents allows cross-perspective refinement, yielding state-of-the-art results across diverse financial datasets. The approach demonstrates robust gains in accuracy and F1 scores while highlighting practical considerations for multi-agent robustness and potential bias from consensus among intermediates. Overall, MoMoE offers a scalable, domain-tuned paradigm for expert-guided large language models in finance with strong implications for sentiment-driven decision support.
Abstract
We present a novel approach called Mixture of Mixture of Expert (MoMoE) that combines the strengths of Mixture-of-Experts (MoE) architectures with collaborative multi-agent frameworks. By modifying the LLaMA 3.1 8B architecture to incorporate MoE layers in each agent of a layered collaborative structure, we create an ensemble of specialized expert agents that iteratively refine their outputs. Each agent leverages an MoE layer in its final attention block, enabling efficient task decomposition while maintaining computational feasibility. This hybrid approach creates specialized pathways through both the model architecture and the agent collaboration layers. Experimental results demonstrate significant improvements across multiple language understanding and generation benchmarks, highlighting the synergistic benefits of combining expert routing at both the neural and agent levels.
