Modal-adaptive Knowledge-enhanced Graph-based Financial Prediction from Monetary Policy Conference Calls with LLM
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Abstract (arXiv)
Financial prediction from Monetary Policy Conference (MPC) calls is a new yet challenging task, which targets at predicting the price movement and volatility for specific financial assets by analyzing multimodal information including text, video, and audio. Although the existing work has achieved great success using cross-modal transformer blocks, it overlooks the potential external financial knowledge, the varying contributions of different modalities to financial prediction, as well as the innate relations among different financial assets. To tackle these limitations, we propose a novel Modal-Adaptive kNowledge-enhAnced Graph-basEd financial pRediction scheme, named MANAGER. Specifically, MANAGER resorts to FinDKG to obtain the external related knowledge for the input text. Meanwhile, MANAGER adopts BEiT-3 and Hidden-unit BERT (HuBERT) to extract the video and audio features, respectively. Thereafter, MANAGER introduces a novel knowledge-enhanced cross-modal graph that fully characterizes the semantic relations among text, external knowledge, video and audio, to adaptively utilize the information in different modalities, with ChatGLM2 as the backbone. Extensive experiments on a publicly available dataset Monopoly verify the superiority of our model over cutting-edge methods.
Key facts. Cited by 9 papers in the map (data through 14 Oct 2026). First posted on arXiv 24 Mar 2024.
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Citing papers per year: 2024: 5; 2025: 3; 2026: 1.
9 papers.
- 2024A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challengescited by 90
- 2024Automate Strategy Finding with LLM in Quant Investmentcited by 26
- 2024A Survey of Large Language Models on Generative Graph Analytics: Query, Learning, and Applicationscited by 17
- 2025From Deep Learning to LLMs: A survey of AI in Quantitative Investmentcited by 9
- 2025CAMEF: Causal-Augmented Multi-Modality Event-Driven Financial Forecasting by Integrating Time Series Patterns and Salient Macroeconomic Announcementscited by 5
- 2024Privately Learning from Graphs with Applications in Fine-tuning Large Language Modelscited by 1
- 2025Augmented Vision-Language Models: A Systematic Reviewcited by 1
- 2024FiSTECH: Financial Style Transfer to Enhance Creativity without Hallucinations in LLMscited by 0
- 2026GS-FUSE: Granger-Supervised Gated Fusion and Multi-Granularity Alignment for Event-Driven Financial Forecastingcited by 0
- 2026GS-FUSE: Granger-Supervised Gated Fusion and Multi-Granularity Alignment for Event-Driven Financial Forecasting27 May 2026
- 2025Augmented Vision-Language Models: A Systematic Review24 Jul 2025
- 2025From Deep Learning to LLMs: A survey of AI in Quantitative Investment27 Mar 2025
- 2025CAMEF: Causal-Augmented Multi-Modality Event-Driven Financial Forecasting by Integrating Time Series Patterns and Salient Macroeconomic Announcements7 Feb 2025
- 2024Privately Learning from Graphs with Applications in Fine-tuning Large Language Models10 Oct 2024
- 2024Automate Strategy Finding with LLM in Quant Investment10 Sep 2024
- 2024FiSTECH: Financial Style Transfer to Enhance Creativity without Hallucinations in LLMs9 Aug 2024
- 2024A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges15 Jun 2024
- 2024A Survey of Large Language Models on Generative Graph Analytics: Query, Learning, and Applications23 Apr 2024