Built an AI reading agent for portfolio managers, shifting the system from “article distribution” to “decision-signal discovery”: surfacing higher-signal information and supporting research decisions.
- Used LLMs for generative recommendations that extract objective signals from reports, filings, and news—not just keyword match or generic summaries
- Defined product boundaries for high-risk finance: models focus on extraction, semantic understanding, and ranking—never on generating investment advice
- Layered UI (signal → traceable evidence → source-aware summary) so claims stay verifiable and trustable
- Moved recommendations from passive reading to active decision support, cutting information-handling cost for PMs