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当摘要扭曲决策:LLM 压缩金融分析中的信息保真度
该 arXiv 论文将 LLM 压缩金融材料时改变原始来源所支持的投资判断这一问题定义为“信息保真度”:压缩若改变来源诱导的决策即视为保真度损失,且在 agent 系统中可能跨中间步骤累积放大。作者在财报文件与财报电话会记录上发现,LLM 压缩可产出流畅、事实看似合理却改变下游决策的上下文,并归纳两类诊断模式:去语境化(保留显著证据但剥离正确解读所需的限定与语境)和模型依赖(不同压缩器对同一来源呈现不同视角)。为此提出 Agentic Context Compression,生成多个候选压缩并对照原始来源审计其分歧,主张金融压缩的评估不应只看效率或事实性,还应看其保留决策相关语境的能力。
AI推荐理由 arXiv 论文(v3,2026-09-17 修订),作者含 Zhangyang Wang、Alejandro Lopez-Lira 等,来源可信、摘要信息密度高。核心新信息:提出“信息保真度”框架,指出 LLM 压缩金融文件与财报电话会记录时,可生成流畅且事实看似合理的压缩上下文,却改变下游投资决策;归纳两类诊断模式——去语境化(保留显著证据但剥离解读所需的限定条件)与模型依赖(不同压缩器对同一来源暴露不同视角),并提出 Agentic Context Compression,通过生成多个候选压缩并对照原文审计分歧。局限:摘要未给出量化指标、数据集规模或基线对比,效果需查正文验证;属方法/诊断性研究,非已落地产品。
78
正文
Computer Science > Artificial Intelligence
arXiv:2606.29251 (cs)
[Submitted on 28 Jun 2026 (v1), last revised 17 Sep 2026 (this version, v3)]
Title:When Summaries Distort Decisions: Information Fidelity in LLM-Compressed Financial Analysis
Authors:Hoyoung Lee, Suhwan Park, Seunghan Lee, Jun Seo, Jaehoon Lee, Sungdong Yoo, Minjae Kim, CheolWon Na, Zhangyang Wang, Zach Golkhou, Minkyu Kim, Sotirios Sabanis, Alejandro Lopez-Lira, Dhagash Mehta, Soonyoung Lee, Chanyeol Choi, Wonbin Ahn, Yongjae Lee
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Abstract:Financial decision-makers face more information than they can directly inspect, making context compression necessary. Yet when large language models (LLMs) compress financial source material, they can alter the investment judgment supported by the original source. We frame this problem as information fidelity: compression loses fidelity when it changes the decision induced by the source. In agentic systems, such losses may recur across intermediate steps and amplify throughout the decision process. Across financial filings and earnings-call transcripts, we find that LLM-based compression can produce fluent and factually plausible compressed contexts that nevertheless alter downstream decisions. We analyze two diagnostic patterns associated with fidelity loss: decontextualization, where salient evidence is retained but separated from the caveats and contextual qualifiers needed for correct interpretation, and model dependency, where different compressors expose different views of the same source. We then propose Agentic Context Compression, which generates multiple candidate compressions and audits their disagreements against the original source. Our results suggest that financial compression should be evaluated not only by efficiency or factuality, but also by its ability to preserve decision-relevant context.
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Subjects:
Artificial Intelligence (cs.AI); Computational Finance (q-fin.CP)
Cite as:
arXiv:2606.29251 [cs.AI]
(or
arXiv:2606.29251v3 [cs.AI] for this version)
https://doi.org/10.48550/arXiv.2606.29251
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arXiv-issued DOI via DataCite
Submission history
From: Hoyoung Lee [view email]
[v1]
Sun, 28 Jun 2026 07:44:54 UTC (341 KB)
[v2]
Wed, 8 Jul 2026 11:36:35 UTC (336 KB)
[v3]
Thu, 17 Sep 2026 15:02:17 UTC (349 KB)
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