FinKario: Event-Enhanced Automated Construction of Financial Knowledge Graph
Xiang Li, Penglei Sun, Wanyun Zhou, Zikai Wei, Yongqi Zhang, Xiaowen Chu
Abstract
Individual investors are significantly outnumbered and disadvantaged in financial markets, overwhelmed by abundant information and lacking professional analysis. Equity research reports stand out as crucial resources, offering valuable insights. By leveraging these reports, large language models (LLMs) can enhance investors' decision-making capabilities and strengthen financial analysis. However, two key challenges limit their effectiveness: (1) the rapid evolution of market events often outpaces the slow update cycles of existing knowledge bases, (2) the long-form and unstructured nature of financial reports further hinders timely and context-aware integration by LLMs. To address these challenges, we tackle both data and methodological aspects. First, we introduce the Event-Enhanced Automated Construction of Financial Knowledge Graph (FinKario), a dataset comprising over 305, 360 entities, 9, 625 relational triples, and 19 distinct relation types. FinKario automatically integrates real-time company fundamentals and market events through prompt-driven extraction guided by professional institutional templates, providing structured and accessible financial insights for LLMs. Additionally, we propose a Two-Stage, Graph-Based retrieval strategy (FinKario-RAG), optimizing the retrieval of evolving, large-scale financial knowledge to ensure efficient and precise data access. Extensive experiments show that FinKario with FinKario-RAG achieves superior stock trend prediction accuracy, outperforming financial LLMs by 18.81% and institutional strategies by 17.85% on average in backtesting.
Ask about this paper
Your agent reads all of it.
Lune indexed this paper to the last equation, along with the top-tier papers that cite it. Ask a question and the answer quotes them.
Your agent calls
Luneget_paper_fulltext
Free to start. No credit card required.
Terminal
Install the CLIlune papers fulltext 428a934f-73f7-4f2e-8f80-8124b49b8ad9Builds on5
- FinCon: A Synthesized LLM Multi-Agent System with Conceptual Verbal Reinforcement for Enhanced Financial Decision MakingYangyang Yu, Zhiyuan Yao, Haohang Li, Zhiyang Deng et al.NeurIPS 2024 · 197 citations
- Extract, Define, Canonicalize: An LLM-based Framework for Knowledge Graph ConstructionBowen Zhang, Harold SohEMNLP 2024 · 65 citations
- A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and GeneralistWentao Zhang, Lingxuan Zhao, Haochong Xia, Shuo Sun et al.KDD 2024 · 50 citations
- SAC-KG: Exploiting Large Language Models as Skilled Automatic Constructors for Domain Knowledge GraphHanzhu Chen, Xu Shen, Qitan Lv, Jie Wang et al.ACL 2024 · 17 citations
- Pre-training Time Series Models with Stock Data CustomizationMengyu Wang, Tiejun Ma, Shay B. CohenKDD 2025 · 1 citation
Related papers
- FinRpt: Dataset, Evaluation System and LLM-based Multi-agent Framework for Equity Research Report GenerationSong Jin, Shuqi Li, Shukun Zhang, Rui YanAAAI 2026 · 1 citation
- EDINET-Bench: Evaluating LLMs on Complex Financial Tasks using Japanese Financial StatementsIssa Sugiura, Takashi Ishida, Taro Makino, Chieko Tazuke et al.ICLR 2026 · 9 citations
- BizFinBench.v2: Towards Reliable LLMs in Finance via Real-User Data and Offline/Online Bilingual EvaluationXin Guo, Rongjunchen Zhang, Guilong Lu, Xuntao Guo et al.ICML 2026
- FinMMR: Make Financial Numerical Reasoning More Multimodal, Comprehensive, and ChallengingZichen Tang, Haihong E, Jiacheng Liu, Zhongjun Yang et al.ICCV 2025 · 1 citation
- KARMA: Leveraging Multi-Agent LLMs for Automated Knowledge Graph EnrichmentYuxing Lu, Wei Wu, Xukai Zhao, Rui Peng et al.NeurIPS 2025 · 41 citations
