{"id":"https://openalex.org/W4404369656","doi":"https://doi.org/10.1145/3677052.3698603","title":"FinDKG: Dynamic Knowledge Graphs with Large Language Models for Detecting Global Trends in Financial Markets","display_name":"FinDKG: Dynamic Knowledge Graphs with Large Language Models for Detecting Global Trends in Financial Markets","publication_year":2024,"publication_date":"2024-11-14","ids":{"openalex":"https://openalex.org/W4404369656","doi":"https://doi.org/10.1145/3677052.3698603"},"language":"en","primary_location":{"id":"doi:10.1145/3677052.3698603","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3677052.3698603","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3677052.3698603","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 5th ACM International Conference on AI in Finance","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://dl.acm.org/doi/pdf/10.1145/3677052.3698603","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5104199267","display_name":"Xiaohui Victor Li","orcid":null},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Xiaohui Victor Li","raw_affiliation_strings":["Imperial College London, United Kingdom"],"raw_orcid":"https://orcid.org/0009-0006-4094-2125","affiliations":[{"raw_affiliation_string":"Imperial College London, United Kingdom","institution_ids":["https://openalex.org/I47508984"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5041458702","display_name":"Francesco Sanna Passino","orcid":"https://orcid.org/0000-0002-4571-6681"},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Francesco Sanna Passino","raw_affiliation_strings":["Imperial College London, United Kingdom"],"raw_orcid":"https://orcid.org/0000-0002-4571-6681","affiliations":[{"raw_affiliation_string":"Imperial College London, United Kingdom","institution_ids":["https://openalex.org/I47508984"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5104199267"],"corresponding_institution_ids":["https://openalex.org/I47508984"],"apc_list":null,"apc_paid":null,"fwci":11.8349,"has_fulltext":false,"cited_by_count":11,"citation_normalized_percentile":{"value":0.97996097,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":99,"max":100},"biblio":{"volume":null,"issue":null,"first_page":"573","last_page":"581"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9847000241279602,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9847000241279602,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9787999987602234,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9692999720573425,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.5996955633163452},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5597290992736816},{"id":"https://openalex.org/keywords/knowledge-graph","display_name":"Knowledge graph","score":0.5402739644050598},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2836068272590637},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.22240576148033142},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.18778535723686218}],"concepts":[{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.5996955633163452},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5597290992736816},{"id":"https://openalex.org/C2987255567","wikidata":"https://www.wikidata.org/wiki/Q33002955","display_name":"Knowledge graph","level":2,"score":0.5402739644050598},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2836068272590637},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.22240576148033142},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.18778535723686218}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1145/3677052.3698603","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3677052.3698603","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3677052.3698603","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 5th ACM International Conference on AI in Finance","raw_type":"proceedings-article"},{"id":"pmh:oai:spiral.imperial.ac.uk:10044/1/115557","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2407.10909v1","pdf_url":null,"source":{"id":"https://openalex.org/S4306401396","display_name":"Spiral (Imperial College London)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I47508984","host_organization_name":"Imperial College London","host_organization_lineage":["https://openalex.org/I47508984"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"ICAIF'24 \u2013 5th ACM International Conference on AI in Finance","raw_type":"Conference Paper"}],"best_oa_location":{"id":"doi:10.1145/3677052.3698603","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3677052.3698603","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3677052.3698603","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 5th ACM International Conference on AI in Finance","raw_type":"proceedings-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":false},"content_urls":{"pdf":"https://content.openalex.org/works/W4404369656.pdf"},"referenced_works_count":23,"referenced_works":["https://openalex.org/W2022166150","https://openalex.org/W2057653135","https://openalex.org/W2080133951","https://openalex.org/W2601780063","https://openalex.org/W2604314403","https://openalex.org/W2792839191","https://openalex.org/W2798864014","https://openalex.org/W2893230400","https://openalex.org/W2907844287","https://openalex.org/W2963911286","https://openalex.org/W2971865858","https://openalex.org/W3003265726","https://openalex.org/W3035336738","https://openalex.org/W3044410371","https://openalex.org/W3098087397","https://openalex.org/W3102554291","https://openalex.org/W3122854331","https://openalex.org/W3123329971","https://openalex.org/W3126081245","https://openalex.org/W4221126228","https://openalex.org/W4388994191","https://openalex.org/W4388994260","https://openalex.org/W4389098833"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2899084033","https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W4391913857","https://openalex.org/W2358668433","https://openalex.org/W4396701345","https://openalex.org/W2376932109","https://openalex.org/W2001405890","https://openalex.org/W4396696052"],"abstract_inverted_index":{"Dynamic":[0],"knowledge":[1,76],"graphs":[2],"(DKGs)":[3],"are":[4],"popular":[5],"structures":[6],"to":[7,26,47,99],"express":[8],"different":[9],"types":[10],"of":[11,69,108,130,151],"connections":[12],"between":[13],"objects":[14],"over":[15],"time.":[16],"They":[17],"can":[18,161],"also":[19],"serve":[20],"as":[21,36,74],"an":[22,117],"efficient":[23],"mathematical":[24],"tool":[25],"represent":[27],"information":[28,56],"extracted":[29],"from":[30,58,105],"complex":[31],"unstructured":[32],"data":[33],"sources,":[34],"such":[35],"text":[37],"or":[38],"images.":[39],"Within":[40],"financial":[41,59,109],"applications,":[42],"DKGs":[43],"could":[44],"be":[45],"used":[46],"detect":[48],"trends":[49],"for":[50,85,121,156],"strategic":[51],"thematic":[52,157,164],"investing,":[53,158],"based":[54],"on":[55,134,142,154],"obtained":[57],"news":[60,110],"articles.":[61],"In":[62],"this":[63,86],"work,":[64],"we":[65,115,147],"explore":[66],"the":[67,89,128,131,149,152],"properties":[68],"large":[70],"language":[71],"models":[72],"(LLMs)":[73],"dynamic":[75],"graph":[77],"generators,":[78],"proposing":[79],"a":[80,101,106],"novel":[81,102],"open-source":[82,103],"fine-tuned":[83],"LLM":[84],"purpose,":[87],"called":[88,112,124],"Integrated":[90],"Contextual":[91],"Knowledge":[92],"Graph":[93],"Generator":[94],"(ICKG).":[95],"We":[96,126],"use":[97],"ICKG":[98],"produce":[100],"DKG":[104],"corpus":[107],"articles,":[111],"FinDKG,":[113,138],"and":[114,137],"propose":[116],"attention-based":[118],"GNN":[119],"architecture":[120],"analysing":[122],"it,":[123],"KGTransformer.":[125],"test":[127],"performance":[129,141,150],"proposed":[132],"model":[133],"benchmark":[135],"datasets":[136],"demonstrating":[139],"superior":[140],"link":[143],"prediction":[144],"tasks.":[145],"Additionally,":[146],"evaluate":[148],"KGTransformer":[153],"FinDKG":[155],"showing":[159],"it":[160],"outperform":[162],"existing":[163],"ETFs.":[165]},"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":7}],"updated_date":"2026-04-28T14:05:53.105641","created_date":"2024-11-15T00:00:00"}