FinSQL: Model-Agnostic LLMs-based Text-to-SQL Framework for Financial Analysis

Text-to-SQL, which provides zero-code interface for operating relational databases, has gained much attention in financial analysis; because financial professionals may not be well-skilled in SQL programming. However, until now, there is no practical Text-to-SQL benchmark dataset for financial analysis, and existing Text-to-SQL methods have not considered the unique characteristics of databases in financial applications, such as commonly existing wide tables. To address these issues, we collect a practical Text-to-SQL benchmark dataset and propose a model-agnostic Large Language Model (LLMs)-based Text-to-SQL framework for financial analysis. The benchmark dataset, BULL, is collected from the practical financial analysis business of Hundsun Technologies Inc., including databases for fund, stock, and macro economy. Besides, the proposed LLMs-based Text-to-SQL framework, FinSQL, provides a systematic treatment for financial Text-to-SQL from the perspectives of prompt construction, parameter-efficient fine-tuning and output calibration. Experiments on BULL demonstrate that FinSQL achieves state-of-the-art performance at low cost, and it brings up to 36.64% improvement in few-shot cross-database scenarios.