Suyeol Yun

Hyewon Jeong, Suyeol Yun, Hammaad Adam

Electrocardiograms (ECGs) are an established technique to screen for abnormal cardiac signals. Recent work has established that it is possible to detect arrhythmia directly from the ECG signal using deep learning algorithms. While a few prior approaches with contrastive learning have been successful, the best way to define a positive sample remains an open question. In this project, we investigate several ways to define positive samples, and assess which approach yields the best performance in a downstream task of classifying arrhythmia. We explore spatiotemporal invariances, generic augmentations, demographic similarities, cardiac rhythms, and wave attributes of ECG as potential ways to match positive samples. We then evaluate each strategy with downstream task performance, and find that learned representations invariant to patient identity are powerful in arrhythmia detection. We made our code available in: https://github.com/mandiehyewon/goodviews_ecg.git

Chanyeol Choi, Alejandro Lopez-Lira, Yongjae Lee et al.

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.

Chanyeol Choi, Jihoon Kwon, Alejandro Lopez-Lira et al.

Accurate information retrieval (IR) is critical in the financial domain, where investors must identify relevant information from large collections of documents. Traditional IR methods -- whether sparse or dense -- often fall short in retrieval accuracy, as it requires not only capturing semantic similarity but also performing fine-grained reasoning over document structure and domain-specific knowledge. Recent advances in large language models (LLMs) have opened up new opportunities for retrieval with multi-step reasoning, where the model ranks passages through iterative reasoning about which information is most relevant to a given query. However, there exists no benchmark to evaluate such capabilities in the financial domain. To address this gap, we introduce FinAgentBench, the first large-scale benchmark for evaluating retrieval with multi-step reasoning in finance -- a setting we term agentic retrieval. The benchmark consists of 26K expert-annotated examples on S&P-500 listed firms and assesses whether LLM agents can (1) identify the most relevant document type among candidates, and (2) pinpoint the key passage within the selected document. Our evaluation framework explicitly separates these two reasoning steps to address context limitations. This design enables to provide a quantitative basis for understanding retrieval-centric LLM behavior in finance. We evaluate a suite of state-of-the-art models and further demonstrated how targeted fine-tuning can significantly improve agentic retrieval performance. Our benchmark provides a foundation for studying retrieval-centric LLM behavior in complex, domain-specific tasks for finance.

Joseph R. Loffredo, Suyeol Yun

The applications of Large Language Models (LLMs) in political science are rapidly expanding. This paper demonstrates how LLMs, when augmented with predefined functions and specialized tools, can serve as dynamic agents capable of streamlining tasks such as data collection, preprocessing, and analysis. Central to this approach is agentic retrieval-augmented generation (Agentic RAG), which equips LLMs with action-calling capabilities for interaction with external knowledge bases. Beyond information retrieval, LLM agents may incorporate modular tools for tasks like document summarization, transcript coding, qualitative variable classification, and statistical modeling. To demonstrate the potential of this approach, we introduce CongressRA, an LLM agent designed to support scholars studying the U.S. Congress. Through this example, we highlight how LLM agents can reduce the costs of replicating, testing, and extending empirical research using the domain-specific data that drives the study of political institutions.