The Financial Institution Text Data Mining and Value Analysis Model Based on Big Data and Natural Language Processing
Financial markets are inherently complex and influenced by a variety of factors, making it challenging to predict trends and detect key events. Traditional models often struggle to integrate both structured, or numerical, and unstructured, or textual, data; additionally, they fail to capture temporal dependencies or the dynamic relationships between financial entities. To address this, the multidimensional integrated model for financial text mining and value analysis (MI-FinText), was proposed. MI-FinText integrated multi-task learning, temporal graph convolutional networks and dynamic knowledge graph construction. MI-FinText simultaneously performed sentiment analysis, event detection, and value prediction by learning shared representations across tasks and modeling time-dependent relationships between financial events. MI-FinText continuously updated a dynamic knowledge graph to reflect the evolving financial landscape, enabling real-time insights.
Authors
- Min Cheol Han (ORCID: https://orcid.org/0000-0002-1465-5636)
- Qiang Cai (ORCID: https://orcid.org/0000-0001-7012-9887)
- Juan Yang
- Jie Gong (ORCID: https://orcid.org/0000-0002-7915-7304)
Institutions
- Chongqing Technology and Business University (CN)
Publication Details
- Journal
- Journal of Organizational and End User Computing
- Published
- 2025-04-26
- DOI
- https://doi.org/10.4018/joeuc.374213
- Citations
- 1
- Primary Topic
- Traffic Prediction and Management Techniques
- Type
- article
- Field-Weighted Citation Impact
- 1.01
Funders
- Chongqing Technology and Business University