Publications

금융권 유일의 연구 조직으로 다양한 신기술 영역에서 하나금융그룹의 위상을 높이고
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Papers

Knowledge Graph Construction for Stock Markets with LLM-Based Explainable Reasoning

발행일
2025.11.14
발행기관
ACM CIKM 2025 - Advances in Financial AI
저자
Cheonsol Lee 외
Link

초록

The stock market is inherently complex, with interdependent relationships among companies, sectors, and financial indicators. Traditional research has largely focused on time-series forecasting and single-company analysis, relying on numerical data for stock price prediction. While such approaches can provide short-term insights, they are limited in capturing relational patterns, competitive dynamics, and explainable investment reasoning. To address these limitations, we propose a knowledge graph schema specifically designed for the stock market, modeling companies, sectors, stock indicators, financial statements, and inter-company relationships. By integrating this schema with large language models (LLMs), our approach enables multi-hop reasoning and relational queries, producing explainable and in-depth answers to complex financial questions. Figure 1 illustrates the system pipeline, detailing the flow from data collection and graph construction to LLM-based query processing and answer generation. We validate the proposed framework through practical case studies on Korean listed companies, demonstrating its capability to extract insights that are difficult or impossible to obtain from traditional database queries alone. The results highlight the potential of combining knowledge graphs with LLMs for advanced investment analysis and decision support.