A Chinese financial event knowledge graph-based retrieval-augmented generation framework for financial question answering

Financial question answering in the Chinese domain presents significant challenges due to complex domain-specific terminology and the integration of heterogeneous financial research reports from multiple institutions. To address these issues, we propose a Chinese financial event knowledge graph-based retrieval-augmented generation framework. The framework constructs a structured index via semantic-aware text chunking and large language model-driven triplet extraction, incorporating a generation–verification mechanism to ensure reliable and relevant information retrieval. To mitigate vague or underspecified user queries that commonly occur in Chinese due to implicit expressions and unclear word boundaries, a reinforcement learning-based query reformulation module generates domain-specific representations, improving retrieval intent alignment. A dual-level retrieval mechanism is designed to retrieve core entities via semantic similarity and then expand event chains through knowledge graph-based neighbor expansion. Experimental results across three question types (single-hop, multi-hop, and open-ended) and four evaluation dimensions (comprehensiveness, diversity, empowerment, and overall performance) demonstrate that the proposed framework consistently outperforms baseline models, showing superior performance across various financial question answering tasks.

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Publication Details

Journal
Engineering Applications of Artificial Intelligence
Published
2026-03-31
DOI
https://doi.org/10.1016/j.engappai.2026.114670
Primary Topic
Topic Modeling
Type
article
Field-Weighted Citation Impact
0.00

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article

A Chinese financial event knowledge graph-based retrieval-augmented generation framework for financial question answering

Haitao Cheng, Taowei Liu, Ke Wang, Qi Wang et al.
Engineering Applications of Artificial Intelligence
Topic Modeling
article

A Chinese financial event knowledge graph-based retrieval-augmented generation framework for financial question answering

Haitao Cheng, Taowei Liu, Ke Wang, Qi Wang, Kai Sheng
article en

Abstract

Financial question answering in the Chinese domain presents significant challenges due to complex domain-specific terminology and the integration of heterogeneous financial research reports from multiple institutions. To address these issues, we propose a Chinese financial event knowledge graph-based retrieval-augmented generation framework. The framework constructs a structured index via semantic-aware text chunking and large language model-driven triplet extraction, incorporating a generation–verification mechanism to ensure reliable and relevant information retrieval. To mitigate vague or underspecified user queries that commonly occur in Chinese due to implicit expressions and unclear word boundaries, a reinforcement learning-based query reformulation module generates domain-specific representations, improving retrieval intent alignment. A dual-level retrieval mechanism is designed to retrieve core entities via semantic similarity and then expand event chains through knowledge graph-based neighbor expansion. Experimental results across three question types (single-hop, multi-hop, and open-ended) and four evaluation dimensions (comprehensiveness, diversity, empowerment, and overall performance) demonstrate that the proposed framework consistently outperforms baseline models, showing superior performance across various financial question answering tasks.

Engineering Applications of Artificial IntelligenceVol. 175
Nanjing University of Finance and Economics (CN), Nanjing University of Posts and Telecommunications (CN), Nanjing University (CN)
National Natural Science Foundation of China
Openalex Percentile: Top 26%
Topic Modeling
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