用多智能体系统自动提取财务报告中的关键指标并支持自然语言查询。
Structuring the Unstructured: A Multi-Agent System for Extracting and Querying Financial KPIs and Guidance
- 设计双智能体系统:一个负责识别与标准化财报指标,另一个将自然语言转为可执行SQL。
- 在结构化数据转换上准确率达95%,接近人工水平;自然语言查询正确率91%。
- 适合金融研究员、量化分析师快速从海量财报中获取精准数据。
从非结构化财务文件中提取结构化定量信息对投资研究至关重要,但传统方法高度依赖人工,效率低且难以扩展。本文提出一种高效可扩展的方法,利用大语言模型组成的多智能体系统,实现从非结构化财务文本中准确提取定量信息。系统包含两个专用智能体:—— 提取智能体自动识别关键绩效指标(KPIs),统一格式并验证准确性;文本到SQL智能体则将自然语言查询转化为可执行的SQL语句,使用户无需了解数据库结构即可精准访问结构化数据。实验表明,该系统在将财务文件转换为结构化数据方面达到约95%的准确率,与人工标注水平相当;在自然语言查询任务的人工评估中,91%的返回结果被判定为正确。系统在多种类型的财务文档上均表现稳定,具备良好的泛化能力。
原文摘要 · Abstract (English)
Extracting structured and quantitative insights from unstructured financial filings is essential in investment research, yet remains time-consuming and resource-intensive. Conventional approaches in practice rely heavily on labor-intensive manual processes, limiting scalability and delaying the research workflow. In this paper, we propose an efficient and scalable method for accurately extracting quantitative insights from unstructured financial documents, leveraging a multi-agent system composed of large language models. Our proposed multi-agent system consists of two specialized agents: the \emph{Extraction Agent} and the \emph{Text-to-SQL Agent}. The \textit{Extraction Agent} automatically identifies key performance indicators from unstructured financial text, standardizes their formats, and verifies their accuracy. On the other hand, the \textit{Text-to-SQL Agent} generates executable SQL statements from natural language queries, allowing users to access structured data accurately without requiring familiarity with the database schema. Through experiments, we demonstrate that our proposed system effectively transforms unstructured text into structured data accurately and enables precise retrieval of key information. First, we demonstrate that our system achieves approximately 95\% accuracy in transforming financial filings into structured data, matching the performance level typically attained by human annotators. Second, in a human evaluation of the retrieval task -- where natural language queries are used to search information from structured data -- 91\% of the responses were rated as correct by human evaluators. In both evaluations, our system generalizes well across financial document types, consistently delivering reliable performance.
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