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Using external knowledge for financial event prediction based on graph neural networks

  • Yiying Yang
  • , Zhongyu Wei*
  • , Qin Chen
  • , Libo Wu
  • *此作品的通讯作者
  • Fudan University
  • Pingan Life Insurance

科研成果: 书/报告/会议事项章节会议稿件同行评审

摘要

This paper focuses on a novel financial event prediction task that takes a historical event chain as input and predicts what event will happen next. We introduce financial news as supplementary information to solve problems of multiple interpretations of same financial event. Besides, a gated graph neural network based approach is utilized to capture complicated relationships between event graphs for better event prediction. For the evaluation, we build a new dataset consisting of financial events for thousands of Chinese listed companies from 2013 to 2017. Experimental results show the effectiveness of our proposed model.

源语言英语
主期刊名CIKM 2019 - Proceedings of the 28th ACM International Conference on Information and Knowledge Management
出版商Association for Computing Machinery
2161-2164
页数4
ISBN(电子版)9781450369763
DOI
出版状态已出版 - 3 11月 2019
已对外发布
活动28th ACM International Conference on Information and Knowledge Management, CIKM 2019 - Beijing, 中国
期限: 3 11月 20197 11月 2019

出版系列

姓名International Conference on Information and Knowledge Management, Proceedings

会议

会议28th ACM International Conference on Information and Knowledge Management, CIKM 2019
国家/地区中国
Beijing
时期3/11/197/11/19

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