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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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48 results for Company Knowledge Graphs

AI uses KGs to assess economic impact of selective lockdowns on Italian companies.

problem Impact of selective lockdowns on Italian companies' economic stability.
method Automated Reasoning and Knowledge Graphs to analyze company networks.
result Identifies strategic companies at risk of takeover during lockdowns.

DanSmp predicts stock movement using a hybrid-relational MKG and dual attention networks.

problem Predicting stock price trends in volatile financial markets.
method Constructs a bi-typed MKG with hybrid-relations and uses DanSmp, a dual attention network, to learn momentum spillover signals.
result DanSmp improves stock prediction accuracy using the MKG.

This paper explores using graph neural networks for stock market predictions, improving accuracy with richer data.

problem Limited accuracy in financial market predictions using traditional methods.
method Combines graph neural networks with company knowledge graphs for better prediction.
result Significant improvement in prediction accuracy compared to benchmarks.

FinReflectKG builds a comprehensive financial knowledge graph from SEC filings, improving extraction quality.

problem Lack of large-scale, open-source financial knowledge graph datasets.
method Intelligent document parsing, table-aware chunking, schema-guided iterative extraction, reflection-driven feedback loop.
result Reflection-agent-based mode achieves best balance of efficiency, accuracy, and reliability.

Intel's system identifies and categorizes businesses for sales opportunities.

problem Identifying relevant new markets and customers for large enterprises.
method Mining public business web pages, enriching with external data, and using deep learning.
result Significantly boosts sales personnel's ability to discover new customers and partnerships.

FinReflectKG benchmarks financial QA by linking relevant context from a financial KG, improving model performance and efficiency.

problem Efficiently retrieving and navigating relevant financial information across diverse sources and years.
method A benchmark built on a temporally indexed financial KG, generating QA pairs via pattern-specific prompts and quality control, evaluating retrieval scenarios.
result KG-guided retrieval yields substantial gains in correctness and token utilization, improving model performance by 24%.

Anonymizing company names in financial news improves trading performance, contrary to initial expectations.

problem Look-ahead and distraction biases in sentiment analysis of financial news.
method Investigated trading strategies based on original and anonymized headlines, comparing performance.
result Anonymized headlines outperform original in-sample, suggesting distraction effect is stronger.

Many applications collect a large number of time series, for example, the financial data of companies quoted in a stock exchange, the health care data of all patients that visit the emergency room of a hospital, or the temperature sequences continuously measured by weather stations across the US. These data are often r…

2015-02-28abs ↗pdf ↗

Zero-Copy Architecture Detects Cross-Company Financial Signals Instantly.

problem Financial models miss cross-company disruptions due to static data.
method Heterogeneous Rust-Python streaming architecture that maps cross-company attention as a continuous-time graph.
result Zero-copy parsing and inference process delivers real-time cross-company signal detection.

Study evaluates if LLMs have company-specific biases in financial sentiment analysis.

problem Evaluating if large language models exhibit company-specific biases in financial sentiment analysis.
method Comparing sentiment scores with and without company names, constructing economic models, and empirical analysis.
result LLMs show company-specific biases in sentiment analysis, impacting investor behavior and stock prices.

A new framework for knowledge graph embedding using sheaves.

problem Learning representations for entities and relations in knowledge graphs.
method Using cellular sheaves to describe knowledge graph embeddings with consistency constraints.
result A generalized framework for reasoning about knowledge graph embedding models.

Study predicts firm defaults using machine learning on Italian credit data.

problem Predicting firm defaults to inform bank lending policies.
method Used large granular credit data from Italian Central Credit Register, combined with public balance sheet data, and applied ensemble techniques and random forest models.
result Ensemble techniques and random forest provide the best results for predicting firm defaults.

Study uses LLMs to generate investor briefs from company reports and SEC filings.

problem Improving data analysis for individual investors.
method Preprocessed data, used gpt-4o model in RAG regime, evaluated by investors.
result LLMs can generate useful investor briefs from company reports and SEC filings.

Knowledge graph embedding (KGE) is a technique for learning continuous embeddings for entities and relations in the knowledge graph.Due to its benefit to a variety of downstream tasks such as knowledge graph completion, question answering and recommendation, KGE has gained significant attention recently. Despite its ef…

2019-04-26abs ↗pdf ↗

ZSL-KG learns class representations from common sense knowledge graphs.

problem Predicting classes without labeled examples using semantic class representations.
method TrGCN, a novel transformer graph convolutional network, embeds nodes from common sense knowledge graphs in a vector space.
result ZSL-KG improves over existing methods on five out of six zero-shot benchmark datasets.

This study evaluates a health knowledge graph for robustness in EHRs.

problem Evaluate robustness of a health knowledge graph in EHRs.
method Analyze sample size, unmeasured confounders, and non-linear functions.
result Identify sample size and unmeasured confounders as major sources of error.

This work proposes a hybrid method for error detection in noisy Knowledge Graphs.

problem Error detection in noisy Knowledge Graphs.
method Hybrid and modular approach combining path ranking and representation learning.
result Hybrid method outperforms individual methods on benchmarks and real-world dataset.

This work benchmarks neural embeddings for link prediction in evolving knowledge graphs.

problem Evaluating the robustness of neural embeddings in changing knowledge graphs.
method Proposes an open-source evaluation pipeline using relation-centric connectivity measures.
result Demonstrates the importance of simulating embedding accuracy for frequently updated knowledge graphs.

HAKE embeds entities in polar coordinates to model semantic hierarchies in knowledge graphs.

problem Lack of modeling semantic hierarchies in knowledge graph embeddings.
method HAKE embeds entities in a polar coordinate system, where the radial coordinate represents hierarchy levels and the angular coordinate distinguishes entities at the same level.
result HAKE significantly outperforms existing methods on link prediction tasks in knowledge graphs.

RAW-Explainer generates interpretable subgraph explanations for link predictions in knowledge graphs.

problem Interpreting GNN predictions for link prediction in heterogeneous settings is challenging.
method RAW-Explainer uses random walk objective and neural network to generate connected, concise subgraph explanations.
result RAW-Explainer strikes a balance between explanation quality and computational efficiency.

Survey of methods to incorporate external knowledge into stock price prediction.

problem Challenges in predicting stock prices due to market volatility and non-linearity.
method Survey of methods for acquiring and incorporating external knowledge into stock price prediction models.
result Systematic synthesis of previous studies on external knowledge types and their application in stock price prediction.

This paper defines resilience in knowledge graph embeddings and surveys existing works.

problem Challenges in knowledge graph embedding models, including noise, missing information, distribution shift, and adversarial attacks.
method Unified definition of resilience, formalization in the context of knowledge graphs, systematic survey of existing works.
result Most existing works focus on robustness, leaving other aspects of resilience unexplored.

The study categorizes knowledge graph relations and explains their embedding representations.

problem Understanding how knowledge graph relation representations capture semantic information.
method Categorizing knowledge graph relations into three types and deriving explicit requirements for their representations.
result Empirical properties of relation representations and the performance of methods are justified by the analysis.

Predicts stock price changes based on clinical trial announcements.

problem Forecasting the impact of clinical trial results on pharma stock prices.
method BERT for sentiment analysis, Temporal Fusion Transformer for forecasting, graph convolution network for event relationships, gradient boosting for price change prediction.
result Identifies two crucial factors: drug portfolio size and network effect of related events.

Proposes a THGNN for dynamic financial time series prediction.

problem Challenges in predicting stock market price movements.
method Temporal and heterogeneous graph neural network (THGNN) approach.
result Significantly improved prediction performance compared to state-of-the-art methods.

The study examines stock splits and their effects on companies, managers, and shareholders.

problem Misunderstandings and confounding factors around stock splits and their impacts.
method Selected database analysis of nine recent events, examining market impact, trading volume, and shareholder base.
result Stock splits enhance trading volume, increase shareholder base, and improve market liquidity.

FS-GCLSTM predicts stock returns by leveraging value-chain relationships.

problem Traditional time series models fail to capture complex interdependencies in modern markets.
method FS-GCLSTM integrates value-chain networks and graph convolutions to predict stock returns.
result FS-GCLSTM consistently delivers superior portfolio performance compared to traditional models.

Semantic TrueLearn uses semantic graphs to improve educational recommendation systems.

problem Challenges in handling semantic and hierarchical structure in knowledge areas.
method Introduces a novel learner model that exploits semantic relatedness between knowledge components using a Wikipedia link graph.
result Achieves statistically significant improvements in predictive performance for educational engagement.

We model GitHub interactions as a temporal knowledge graph for software engineering questions.

problem Insufficient performance of existing temporal models on extrapolated queries and time prediction.
method Introduced an extension to current temporal models using relative temporal information.
result Improved performance on extrapolated queries and time prediction.

A novel fact-checking method using debate dynamics on knowledge graphs.

problem Fact-checking on knowledge graphs with user comprehension and interactive reasoning.
method Reinforcement learning agents debate on paths in the graph to classify facts as true or false.
result Interactive reasoning and user understanding of AI decisions on knowledge graphs.