Exploring Construction of a Company Domain-Specific Knowledge Graph from Financial Texts Using Hybrid Information Extraction

University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

Abstract: Companies do not exist in isolation. They are embedded in structural relationships with each other. Mapping a given company’s relationships with other companies in terms of competitors, subsidiaries, suppliers, and customers are key to understanding a company’s major risk factors and opportunities. Conventionally, obtaining and staying up to date with this key knowledge was achieved by reading financial news and reports by highly skilled manual labor like a financial analyst. However, with the development of Natural Language Processing (NLP) and graph databases, it is now possible to systematically extract and store structured information from unstructured data sources. The current go-to method to effectively extract information uses supervised machine learning models, which require a large amount of labeled training data. The data labeling process is usually time-consuming and hard to get in a domain-specific area. This project explores an approach to construct a company domain-specific Knowledge Graph (KG) that contains company-related entities and relationships from the U.S. Securities and Exchange Commission (SEC) 10-K filings by combining a pre-trained general NLP with rule-based patterns in Named Entity Recognition (NER) and Relation Extraction (RE). This approach eliminates the time-consuming data-labeling task in the statistical approach, and by evaluating ten 10-k filings, the model has the overall Recall of 53.6%, Precision of 75.7%, and the F1-score of 62.8%. The result shows it is possible to extract company information using the hybrid methods, which does not require a large amount of labeled training data. However, the project requires the time-consuming process of finding lexical patterns from sentences to extract company-related entities and relationships. 

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