Evidence-Supported Credit Risk Report Generation Using News-Centric Financial Knowledge Graphs
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Computer Science > Computation and Language
Title:Evidence-Supported Credit Risk Report Generation Using News-Centric Financial Knowledge Graphs
Abstract:Financial markets evolve in response to real-world events reported in news, yet these drivers often remain implicit in text. To better explain market dynamics, event-market relations must be explicitly modeled through factual, company-centric, and environment-aware knowledge graphs. We present FinKG-News, a framework that automatically constructs such graphs by extracting news events as anchors linked to companies. Using FinKG-News as grounded evidence that integrates events, news, and company data, we develop an in-context learning architecture for credit risk report generation across three core financial dimensions. Automatic and human evaluations show that automated hallucination detection and quality assessment remain unreliable, making expert judgment indispensable. Our approach consistently outperforms baselines, improving quality by 19%-34% while reducing hallucinations. The source code and project resources are publicly available at: this https URL.
| Comments: | 15 pages, 5 figures, extended version of paper accepted at DEXA 2026 |
| Subjects: | Computation and Language (cs.CL) |
| Cite as: | arXiv:2607.01023 [cs.CL] |
| (or arXiv:2607.01023v1 [cs.CL] for this version) | |
| https://doi.org/10.48550/arXiv.2607.01023
arXiv-issued DOI via DataCite (pending registration)
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Submission history
From: Rocío Jiménez Villén [view email][v1] Wed, 1 Jul 2026 14:56:27 UTC (760 KB)
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