FinAI Data Assistant: LLM-based Financial Database Query Processing with the OpenAI Function Calling API
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arXiv
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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866917028993957888 |
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| author | Kim, Juhyeong Kim, Yejin Lee, Youngbin Byun, Hyunwoo |
| author_facet | Kim, Juhyeong Kim, Yejin Lee, Youngbin Byun, Hyunwoo |
| contents | We present FinAI Data Assistant, a practical approach for natural-language querying over financial databases that combines large language models (LLMs) with the OpenAI Function Calling API. Rather than synthesizing complete SQL via text-to-SQL, our system routes user requests to a small library of vetted, parameterized queries, trading generative flexibility for reliability, low latency, and cost efficiency. We empirically study three questions: (RQ1) whether LLMs alone can reliably recall or extrapolate time-dependent financial data without external retrieval; (RQ2) how well LLMs map company names to stock ticker symbols; and (RQ3) whether function calling outperforms text-to-SQL for end-to-end database query processing. Across controlled experiments on prices and fundamentals, LLM-only predictions exhibit non-negligible error and show look-ahead bias primarily for stock prices relative to model knowledge cutoffs. Ticker-mapping accuracy is near-perfect for NASDAQ-100 constituents and high for S\&P~500 firms. Finally, FinAI Data Assistant achieves lower latency and cost and higher reliability than a text-to-SQL baseline on our task suite. We discuss design trade-offs, limitations, and avenues for deployment. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_14162 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | FinAI Data Assistant: LLM-based Financial Database Query Processing with the OpenAI Function Calling API Kim, Juhyeong Kim, Yejin Lee, Youngbin Byun, Hyunwoo Information Retrieval Artificial Intelligence We present FinAI Data Assistant, a practical approach for natural-language querying over financial databases that combines large language models (LLMs) with the OpenAI Function Calling API. Rather than synthesizing complete SQL via text-to-SQL, our system routes user requests to a small library of vetted, parameterized queries, trading generative flexibility for reliability, low latency, and cost efficiency. We empirically study three questions: (RQ1) whether LLMs alone can reliably recall or extrapolate time-dependent financial data without external retrieval; (RQ2) how well LLMs map company names to stock ticker symbols; and (RQ3) whether function calling outperforms text-to-SQL for end-to-end database query processing. Across controlled experiments on prices and fundamentals, LLM-only predictions exhibit non-negligible error and show look-ahead bias primarily for stock prices relative to model knowledge cutoffs. Ticker-mapping accuracy is near-perfect for NASDAQ-100 constituents and high for S\&P~500 firms. Finally, FinAI Data Assistant achieves lower latency and cost and higher reliability than a text-to-SQL baseline on our task suite. We discuss design trade-offs, limitations, and avenues for deployment. |
| title | FinAI Data Assistant: LLM-based Financial Database Query Processing with the OpenAI Function Calling API |
| topic | Information Retrieval Artificial Intelligence |
| url | https://arxiv.org/abs/2510.14162 |