Temporal relational graph convolutional network approach to financial performance prediction

• Main Authors: JEYARAMAN BRINDHA PRIYADARSHINI, DAI, Bing Tian, FANG, Yuan
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2024
• Subjects: knowledge graph; finance; BERT; tweets; text; LSTM; RGCN; news; NLP; commercial entities; concept entities; Databases and Information Systems; Finance and Financial Management
• Online Access: https://ink.library.smu.edu.sg/sis_research/9618; https://ink.library.smu.edu.sg/context/sis_research/article/10618/viewcontent/make_06_00113_pvoa_cc_by.pdf
• Institution: Singapore Management University

Accurately predicting financial entity performance remains a challenge due to the dynamic nature of financial markets and vast unstructured textual data. Financial knowledge graphs (FKGs) offer a structured representation for tackling this problem by representing complex financial relationships and...