Vector Models and Indexing for Securities Research Report Retrieval

Securities research report data primarily comes from brokerage research institutes, public and private equity research departments. It is updated in

What the data for this category looks like

Securities research report data primarily comes from brokerage research institutes, public and private equity research departments. It is updated in batches on trading days, with no new releases on non-trading days. Individual documents mostly use long-text structures, containing fields such as title, publishing institution, release date, core logical reasoning, industry ratings, profit forecast tables, and more. The rating field uses a fixed enumeration value. The profit forecast field includes quantitative units and a large amount of structured table content. Core logic is presented as coherent long text with a high density of professional terminology.

The long-text structure of research reports requires vector models to adapt to long contexts, preventing semantic segmentation from breaking professional logic. The presence of structured fields and table content requires indexing systems to support retrieval that combines structured and plain text features. The batch update per trading day requirement means indexes must support incremental updates to match the fast release rhythm. The high density of professional terminology requires vector models to be adapted to financial professional corpora, otherwise semantic matching deviations may occur. The large volume of content in individual documents requires the recall phase to control the number of vectors processed per request, avoiding excessive resource usage.

How to set configurations

Configuration ItemRecommended SettingRationale
embedding_modelshaw/dmeta-embedding-zh or other open-source Chinese embedding models adapted to the financial domainSecurities research reports contain a large number of financial professional terms, requiring adaptation to Chinese long-text semantic understanding capabilities
chunk_size800–1200 charactersThe length of core logical paragraphs in research reports is concentrated. This range ensures complete semantics after segmentation while controlling the overhead of single vector calculation
chunk_overlap100–150 charactersRetains contextual connection between segments, avoiding key reasoning logic being truncated at segment boundaries
index_refresh_interval5 minutesAdapts to the batch update rhythm of research reports per trading day, ensuring newly released reports can be retrieved quickly
retrieve_top_kTop 10–15 resultsIndividual research reports have large content volume. This setting controls the redundancy of recall results while covering core relevant reports
structured_field_embeddingEnable separate vectorization for the industry rating and profit forecast fieldsResearch reports include structured quantitative and enumeration fields. Combining structured features can improve retrieval accuracy

The parameter values provided on this page are all conventional recommendations used as a starting point for configuration. Actual values are affected by material form, data volume, and business rules. Specific issues require specific analysis. It is recommended to test on your own samples before finalizing settings.

Three common configuration mistakes

  • Phenomenon: Knowledge base search responses time out, and the number of returned results does not reach the preset threshold. Cause: The chunk_size and retrieve_top_k parameters are not adjusted for research report long texts, resulting in single-request vector calculation and recall volume exceeding hardware load limits.
  • Phenomenon: Structured table or rating field content is not correctly recalled. Cause: The structured_field_embedding configuration is not enabled, and vectors are only generated for plain text content, ignoring the retrieval value of structured fields.
  • Phenomenon: Newly released research reports cannot be retrieved. Cause: The index_refresh_interval is set too long, failing to adapt to the trading day update rhythm of research reports, resulting in delayed index updates.

How to confirm the configuration is correct

  • Upload a single standard securities research report, check the vector generation log to confirm that the segmentation length matches the set chunk_size parameter.
  • Initiate a retrieval request containing financial professional terms or structured fields, verify whether the recall results include the core content of the corresponding research report.
  • Check the index management interface to confirm that the incremental index update frequency matches the set index_refresh_interval parameter.
  • Test retrieval with rating or profit forecast conditions, confirm that the recall results include matching structured field content.

Question material comes from public community discussions. Configuration values are common starting points and should be measured against your own samples. Verified on 2026-09-14.