Using External Knowledge for Financial Event Prediction Based on Graph Neural Networks
Yiying Yang, Zhongyu Wei, Qin Chen, Libo Wu · 2019
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.