Towards automated financial market knowledge graph construction

Kun Shun Goh, Ian K. T. Tan, Hui Ngo Goh*

*Corresponding author for this work

Research output: Contribution to journalConference articlepeer-review

Abstract

The prevalence of financial news on the internet has made it easier for investors to access information. However, the fast-changing nature of the financial market and the time-consuming task of sifting through articles can be overwhelming. To address this issue, a framework has been developed and is proposed to automatically construct and update a knowledge graph (KG) for financial market information. The KG stores relational information between entities in a directed graph format, providing a graphical visualization that allows investors to examine complex relationships between entities that play a role in the stock market. The framework involves five main phases: scrapping online articles, triples extraction, coreference resolution, predicate linking, and entity linking. The precision rate achieved by the framework is 27.69%, with a recall rate of 7.14% and an F-1 score of 0.1136 in extracting correct information from articles and integrating it properly into the KG.

Original languageEnglish
Article number020001
JournalAIP Conference Proceedings
Volume3153
Issue number1
DOIs
Publication statusPublished - 27 Jun 2024
Event3rd International Conference on Computer, Information Technology, and Intelligent Computing 2023 - Virtual, Online
Duration: 26 Jul 202328 Jul 2023

ASJC Scopus subject areas

  • General Physics and Astronomy

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