# FinKario: Event-Enhanced Automated Construction of Financial Knowledge Graph

arXiv: https://arxiv.org/abs/2508.00961 · HTML: https://mlsanity.com/paper/2508.00961/

## Key facts

- Cited by 4 papers in the map (data through 14 Oct 2026).
- Builds on 16 of its 52 references that are in the map.
- First posted on arXiv 1 Aug 2025.

## Builds on (most cited first, 16 of 16)

- [Qwen3 Technical Report](https://mlsanity.com/paper/2505.09388/) (2025)
- [BloombergGPT: A Large Language Model for Finance](https://mlsanity.com/paper/2303.17564/) (2023)
- [FinBERT: Financial Sentiment Analysis with Pre-trained Language Models](https://mlsanity.com/paper/1908.10063/) (2019)
- [MinerU: An Open-Source Solution for Precise Document Content Extraction](https://mlsanity.com/paper/2409.18839/) (2024)
- [PIXIU: A Large Language Model, Instruction Data and Evaluation Benchmark for Finance](https://mlsanity.com/paper/2306.05443/) (2023)
- [A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist](https://mlsanity.com/paper/2402.18485/) (2024)
- [HybridRAG: Integrating Knowledge Graphs and Vector Retrieval Augmented Generation for Efficient Information Extraction](https://mlsanity.com/paper/2408.04948/) (2024)
- [Fin-R1: A Large Language Model for Financial Reasoning through Reinforcement Learning](https://mlsanity.com/paper/2503.16252/) (2025)
- [DISC-FinLLM: A Chinese Financial Large Language Model based on Multiple Experts Fine-tuning](https://mlsanity.com/paper/2310.15205/) (2023)
- [AlphaFin: Benchmarking Financial Analysis with Retrieval-Augmented Stock-Chain Framework](https://mlsanity.com/paper/2403.12582/) (2024)
- [SAC-KG: Exploiting Large Language Models as Skilled Automatic Constructors for Domain Knowledge Graphs](https://mlsanity.com/paper/2410.02811/) (2024)
- [Automated Construction of Theme-specific Knowledge Graphs](https://mlsanity.com/paper/2404.19146/) (2024)
- [Can Compressed LLMs Truly Act? An Empirical Evaluation of Agentic Capabilities in LLM Compression](https://mlsanity.com/paper/2505.19433/) (2025)
- [FinQAPT: Empowering Financial Decisions with End-to-End LLM-driven Question Answering Pipeline](https://mlsanity.com/paper/2410.13959/) (2024)
- [FinRipple: Aligning Large Language Models with Financial Market for Event Ripple Effect Awareness](https://mlsanity.com/paper/2505.23826/) (2025)
- [Pre-training Time Series Models with Stock Data Customization](https://mlsanity.com/paper/2506.16746/) (2025)

## Built on by (most cited first, 4 of 4)

- [Janus-Q: End-to-End Event-Driven Trading via Hierarchical-Gated Reward Modeling](https://mlsanity.com/paper/2602.19919/) (2026)
- [TextMineX: Data, Evaluation Framework and Ontology-guided LLM Pipeline for Humanitarian Mine Action](https://mlsanity.com/paper/2509.15098/) (2025)
- [EVOQUANT: Self-Evolving Verifier-Guided Strategy Optimization for Robust Quantitative Trading](https://mlsanity.com/paper/2607.12455/) (2026)
- [OntoKG-EQ: A provenance-grounded, competency-question-governed knowledge graph for auditable analyst querying](https://mlsanity.com/paper/2609.08869/) (2026)

## Abstract (arXiv)

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.