Uncovering Currency Bias and Syntax Gap in Text Embedding Models

摘要

Text-embedding models frequently inherit societal biases, yet the influence of socio-economic markers remains largely unexplored. This paper identifies Currency Bias as a systemic representational limitation in financial AI, where models exhibit associative sensitivity to economic hierarchies. We analyze this through three dimensions: (1) the Syntax Gap, where models fail to align currency names, symbols, and acronyms; (2) Associative Sensitivity, where embeddings disproportionately link specific currency identifiers to narratives of risk or poverty; and (3) Downstream volatility, where currency substitutions induce predictive entropy, sentence misunderstanding, sentiment shifts, and credit default prediction flips in downstream tasks. Benchmarking 14 state-of-the-art architectures reveals a pervasive phenomenon of representational disparity, affecting several currencies. These findings suggest that current embedding practices inadvertently encode inequalities, posing significant risks for the fairness and reliability of global financial NLP applications.