Learning knowledge-enriched company embeddings for investment management

• Main Authors: ANG, Gary, LIM, Ee-peng
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2021
• Subjects: Graph neural networks; transformers; attention mechanisms; timeseries forecasting; networks; multimodality; embeddings; finance; Artificial Intelligence and Robotics; OS and Networks
• Online Access: https://ink.library.smu.edu.sg/sis_research/6650; https://ink.library.smu.edu.sg/context/sis_research/article/7653/viewcontent/KECE_ICAIF21.pdf
• Institution: Singapore Management University

Relationships between companies serve as key channels through which the effects of past stock price movements and news events propagate and influence future price movements. Such relationships can be implicitly found in knowledge bases or explicitly represented as knowledge graphs. In this paper, we...