FinDKG:利用大型语言模型检测金融市场全球趋势的动态知识图谱

Xiaohui Victor Li, Francesco Sanna Passino
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摘要

动态知识图谱(DKGs)是一种流行的结构,用于表达对象之间随时间发生的不同类型的联系。它们还可以作为一种高效的数学工具,用于表示从复杂的非结构化数据源(如文本或图像)中提取的信息。在金融应用中,DKGs 可用于根据从金融新闻文章中获取的信息,检测战略主题投资的趋势。在这项工作中,我们探索了大型语言模型(LLM)作为动态知识图谱生成器的特性,并为此提出了一种新型开源微调 LLM,称为集成上下文知识图谱生成器(ICKG)。我们使用 ICKG 从金融新闻文章语料库中生成了一种新型开源 DKG,称为 FinDKG,并提出了一种基于注意力的 GNN 架构来分析它,称为 KGTransformer。我们在基准数据集和 FinDKG 上测试了所提模型的性能,结果表明该模型在链接预测任务中表现出色。此外,我们还在 FinDKG 上评估了 KGTransformer 在主题投资方面的性能,结果表明它可以超越现有的主题 ETF。
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FinDKG: Dynamic Knowledge Graphs with Large Language Models for Detecting Global Trends in Financial Markets
Dynamic knowledge graphs (DKGs) are popular structures to express different types of connections between objects over time. They can also serve as an efficient mathematical tool to represent information extracted from complex unstructured data sources, such as text or images. Within financial applications, DKGs could be used to detect trends for strategic thematic investing, based on information obtained from financial news articles. In this work, we explore the properties of large language models (LLMs) as dynamic knowledge graph generators, proposing a novel open-source fine-tuned LLM for this purpose, called the Integrated Contextual Knowledge Graph Generator (ICKG). We use ICKG to produce a novel open-source DKG from a corpus of financial news articles, called FinDKG, and we propose an attention-based GNN architecture for analysing it, called KGTransformer. We test the performance of the proposed model on benchmark datasets and FinDKG, demonstrating superior performance on link prediction tasks. Additionally, we evaluate the performance of the KGTransformer on FinDKG for thematic investing, showing it can outperform existing thematic ETFs.
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