{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,5]],"date-time":"2026-06-05T05:34:51Z","timestamp":1780637691488,"version":"3.54.1"},"publisher-location":"New York, NY, USA","reference-count":47,"publisher":"ACM","license":[{"start":{"date-parts":[[2020,7,25]],"date-time":"2020-07-25T00:00:00Z","timestamp":1595635200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"funder":[{"DOI":"10.13039\/501100012659","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["61802345"],"award-info":[{"award-number":["61802345"]}],"id":[{"id":"10.13039\/501100012659","id-type":"DOI","asserted-by":"publisher"}]},{"name":"the National Key R&D Program of China","award":["2018AAA0100704"],"award-info":[{"award-number":["2018AAA0100704"]}]},{"name":"the China Postdoctoral Science Foundation","award":["2019M651499"],"award-info":[{"award-number":["2019M651499"]}]},{"name":"ARC","award":["DP180103096 and FT170100128"],"award-info":[{"award-number":["DP180103096 and FT170100128"]}]}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":[],"published-print":{"date-parts":[[2020,7,25]]},"DOI":"10.1145\/3397271.3401427","type":"proceedings-article","created":{"date-parts":[[2020,7,25]],"date-time":"2020-07-25T07:50:08Z","timestamp":1595663408000},"page":"2221-2230","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":87,"title":["Knowledge Graph-based Event Embedding Framework for Financial Quantitative Investments"],"prefix":"10.1145","author":[{"given":"Dawei","family":"Cheng","sequence":"first","affiliation":[{"name":"Shanghai Jiao Tong University, Shanghai, China"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Fangzhou","family":"Yang","sequence":"additional","affiliation":[{"name":"Seek Data Inc., Shanghai, China"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Xiaoyang","family":"Wang","sequence":"additional","affiliation":[{"name":"Zhejiang Gongshang University, Hangzhou, China"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Ying","family":"Zhang","sequence":"additional","affiliation":[{"name":"University of Technology Sydney, Sydney, Australia"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Liqing","family":"Zhang","sequence":"additional","affiliation":[{"name":"Shanghai Jiao Tong University, Shanghai, China"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"320","published-online":{"date-parts":[[2020,7,25]]},"reference":[{"key":"e_1_3_2_1_1_1","volume-title":"Noise reduction in speech processing","author":"Benesty Jacob","unstructured":"Jacob Benesty , Jingdong Chen , Yiteng Huang , and Israel Cohen . 2009. Pearson correlation coefficient . In Noise reduction in speech processing . Springer , 1--4. Jacob Benesty, Jingdong Chen, Yiteng Huang, and Israel Cohen. 2009. Pearson correlation coefficient. In Noise reduction in speech processing. Springer, 1--4."},{"key":"e_1_3_2_1_2_1","doi-asserted-by":"publisher","DOI":"10.1145\/1376616.1376746"},{"key":"e_1_3_2_1_3_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-405X(03)00146-6"},{"key":"e_1_3_2_1_4_1","doi-asserted-by":"publisher","DOI":"10.1109\/ACCESS.2018.2862908"},{"key":"e_1_3_2_1_5_1","volume-title":"Learning Temporal Relationships Between Financial Signals. In 2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2641--2645","author":"Cheng Dawei","year":"2018","unstructured":"Dawei Cheng , Yi Tu , Zhibin Niu , and Liqing Zhang . 2018 b. Learning Temporal Relationships Between Financial Signals. In 2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2641--2645 . Dawei Cheng, Yi Tu, Zhibin Niu, and Liqing Zhang. 2018b. Learning Temporal Relationships Between Financial Signals. In 2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2641--2645."},{"key":"e_1_3_2_1_6_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10115-018-1291-x"},{"key":"e_1_3_2_1_7_1","doi-asserted-by":"publisher","DOI":"10.1145\/3308560.3317701"},{"key":"e_1_3_2_1_8_1","volume-title":"Proceedings of the 2019 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies","volume":"1","author":"Devlin Jacob","year":"2019","unstructured":"Jacob Devlin , Ming-Wei Chang , Kenton Lee , and Kristina Toutanova . 2019 . BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding . In Proceedings of the 2019 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies , Volume 1 (Long and Short Papers). 4171--4186. Jacob Devlin, Ming-Wei Chang, Kenton Lee, and Kristina Toutanova. 2019. BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding. In Proceedings of the 2019 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, Volume 1 (Long and Short Papers). 4171--4186."},{"key":"e_1_3_2_1_9_1","doi-asserted-by":"publisher","DOI":"10.18653\/v1\/D19-1495"},{"key":"e_1_3_2_1_10_1","unstructured":"Xiao Ding Yue Zhang Ting Liu and Junwen Duan. 2015. Deep learning for event-driven stock prediction. In Twenty-fourth international joint conference on artificial intelligence .  Xiao Ding Yue Zhang Ting Liu and Junwen Duan. 2015. Deep learning for event-driven stock prediction. In Twenty-fourth international joint conference on artificial intelligence ."},{"key":"e_1_3_2_1_11_1","volume-title":"Proceedings of coling 2016, the 26th international conference on computational linguistics: Technical papers. 2133--2142","author":"Ding Xiao","year":"2016","unstructured":"Xiao Ding , Yue Zhang , Ting Liu , and Junwen Duan . 2016 . Knowledge-driven event embedding for stock prediction . In Proceedings of coling 2016, the 26th international conference on computational linguistics: Technical papers. 2133--2142 . Xiao Ding, Yue Zhang, Ting Liu, and Junwen Duan. 2016. Knowledge-driven event embedding for stock prediction. In Proceedings of coling 2016, the 26th international conference on computational linguistics: Technical papers. 2133--2142."},{"key":"e_1_3_2_1_12_1","doi-asserted-by":"publisher","DOI":"10.1145\/2939672.2939875"},{"key":"e_1_3_2_1_13_1","doi-asserted-by":"publisher","DOI":"10.1145\/1409360.1409378"},{"key":"e_1_3_2_1_14_1","doi-asserted-by":"publisher","DOI":"10.1086\/294743"},{"key":"e_1_3_2_1_15_1","doi-asserted-by":"publisher","DOI":"10.1145\/3309547"},{"key":"e_1_3_2_1_16_1","doi-asserted-by":"publisher","DOI":"10.1145\/2939672.2939754"},{"key":"e_1_3_2_1_17_1","doi-asserted-by":"publisher","DOI":"10.1145\/2457317.2457351"},{"key":"e_1_3_2_1_18_1","doi-asserted-by":"publisher","DOI":"10.1093\/revfin\/hhm003"},{"key":"e_1_3_2_1_19_1","volume-title":"Adam: A method for stochastic optimization. arXiv preprint arXiv:1412.6980","author":"Kingma Diederik P","year":"2014","unstructured":"Diederik P Kingma and Jimmy Ba . 2014 . Adam: A method for stochastic optimization. arXiv preprint arXiv:1412.6980 (2014). Diederik P Kingma and Jimmy Ba. 2014. Adam: A method for stochastic optimization. arXiv preprint arXiv:1412.6980 (2014)."},{"key":"e_1_3_2_1_20_1","doi-asserted-by":"publisher","DOI":"10.5555\/1620754.1620794"},{"key":"e_1_3_2_1_21_1","volume-title":"Elasticsearch server","author":"Kuc Rafal","unstructured":"Rafal Kuc and Marek Rogozinski . 2013. Elasticsearch server . Packt Publishing Ltd . Rafal Kuc and Marek Rogozinski. 2013. Elasticsearch server .Packt Publishing Ltd."},{"key":"e_1_3_2_1_22_1","volume-title":"International conference on machine learning. 1188--1196","author":"Le Quoc","year":"2014","unstructured":"Quoc Le and Tomas Mikolov . 2014 . Distributed representations of sentences and documents . In International conference on machine learning. 1188--1196 . Quoc Le and Tomas Mikolov. 2014. Distributed representations of sentences and documents. In International conference on machine learning. 1188--1196."},{"key":"e_1_3_2_1_23_1","doi-asserted-by":"publisher","DOI":"10.3905\/jpm.2011.38.1.110"},{"key":"e_1_3_2_1_24_1","doi-asserted-by":"publisher","DOI":"10.1109\/TKDE.2020.2968894"},{"key":"e_1_3_2_1_25_1","volume-title":"Massive Text Mining for Abnormal Market Trend Detection. In 2018 IEEE International Conference on Big Data (Big Data). IEEE, 4135--4141","author":"Li Ying","year":"2018","unstructured":"Ying Li , Ting Jin , Meng Xi , Shengpeng Liu , and Zhiling Luo . 2018 . Massive Text Mining for Abnormal Market Trend Detection. In 2018 IEEE International Conference on Big Data (Big Data). IEEE, 4135--4141 . Ying Li, Ting Jin, Meng Xi, Shengpeng Liu, and Zhiling Luo. 2018. Massive Text Mining for Abnormal Market Trend Detection. In 2018 IEEE International Conference on Big Data (Big Data). IEEE, 4135--4141."},{"key":"e_1_3_2_1_26_1","doi-asserted-by":"publisher","DOI":"10.1162\/coli.2009.35.4.35403"},{"key":"e_1_3_2_1_27_1","doi-asserted-by":"publisher","DOI":"10.1145\/3292500.3330833"},{"key":"e_1_3_2_1_28_1","doi-asserted-by":"publisher","DOI":"10.18653\/v1\/P16-1200"},{"key":"e_1_3_2_1_29_1","volume-title":"When are contrarian profits due to stock market overreaction? The review of financial studies","author":"Lo Andrew W","year":"1990","unstructured":"Andrew W Lo and A Craig MacKinlay . 1990. When are contrarian profits due to stock market overreaction? The review of financial studies , Vol. 3 , 2 ( 1990 ), 175--205. Andrew W Lo and A Craig MacKinlay. 1990. When are contrarian profits due to stock market overreaction? The review of financial studies, Vol. 3, 2 (1990), 175--205."},{"key":"e_1_3_2_1_30_1","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2012.672762"},{"key":"e_1_3_2_1_31_1","first-page":"2579","article-title":"Visualizing data using t-SNE","volume":"9","author":"van der Maaten Laurens","year":"2008","unstructured":"Laurens van der Maaten and Geoffrey Hinton . 2008 . Visualizing data using t-SNE . Journal of machine learning research , Vol. 9 , Nov (2008), 2579 -- 2605 . Laurens van der Maaten and Geoffrey Hinton. 2008. Visualizing data using t-SNE. Journal of machine learning research, Vol. 9, Nov (2008), 2579--2605.","journal-title":"Journal of machine learning research"},{"key":"e_1_3_2_1_32_1","volume-title":"Redis Cookbook: Practical Techniques for Fast Data Manipulation .\" O'Reilly Media","author":"Macedo Tiago","year":"2011","unstructured":"Tiago Macedo and Fred Oliveira . 2011 . Redis Cookbook: Practical Techniques for Fast Data Manipulation .\" O'Reilly Media , Inc .\". Tiago Macedo and Fred Oliveira. 2011. Redis Cookbook: Practical Techniques for Fast Data Manipulation .\" O'Reilly Media, Inc.\"."},{"key":"e_1_3_2_1_33_1","doi-asserted-by":"publisher","DOI":"10.5555\/2831373.2831387"},{"key":"e_1_3_2_1_34_1","first-page":"12","article-title":"Tri-party deep network representation","volume":"11","author":"Pan Shirui","year":"2016","unstructured":"Shirui Pan , Jia Wu , Xingquan Zhu , Chengqi Zhang , and Yang Wang . 2016 . Tri-party deep network representation . Network , Vol. 11 , 9 (2016), 12 . Shirui Pan, Jia Wu, Xingquan Zhu, Chengqi Zhang, and Yang Wang. 2016. Tri-party deep network representation. Network, Vol. 11, 9 (2016), 12.","journal-title":"Network"},{"key":"e_1_3_2_1_35_1","volume-title":"Proceedings of the 27th International Conference on Computational Linguistics. 2288--2299","author":"Swarnadeep","unstructured":"Swarnadeep Saha et al. 2018. Open information extraction from conjunctive sentences . In Proceedings of the 27th International Conference on Computational Linguistics. 2288--2299 . Swarnadeep Saha et al. 2018. Open information extraction from conjunctive sentences. In Proceedings of the 27th International Conference on Computational Linguistics. 2288--2299."},{"key":"e_1_3_2_1_36_1","doi-asserted-by":"publisher","DOI":"10.18653\/v1\/P17-2050"},{"key":"e_1_3_2_1_37_1","doi-asserted-by":"publisher","DOI":"10.1609\/aaai.v33i01.33013027"},{"key":"e_1_3_2_1_38_1","doi-asserted-by":"publisher","DOI":"10.14257\/ijast.2017.109.04"},{"key":"e_1_3_2_1_39_1","doi-asserted-by":"publisher","DOI":"10.3115\/v1\/D14-1120"},{"key":"e_1_3_2_1_40_1","volume-title":"Dropout: a simple way to prevent neural networks from overfitting. The journal of machine learning research","author":"Srivastava Nitish","year":"2014","unstructured":"Nitish Srivastava , Geoffrey Hinton , Alex Krizhevsky , Ilya Sutskever , and Ruslan Salakhutdinov . 2014. Dropout: a simple way to prevent neural networks from overfitting. The journal of machine learning research , Vol. 15 , 1 ( 2014 ), 1929--1958. Nitish Srivastava, Geoffrey Hinton, Alex Krizhevsky, Ilya Sutskever, and Ruslan Salakhutdinov. 2014. Dropout: a simple way to prevent neural networks from overfitting. The journal of machine learning research, Vol. 15, 1 (2014), 1929--1958."},{"key":"e_1_3_2_1_41_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.2008.01362.x"},{"key":"e_1_3_2_1_42_1","doi-asserted-by":"publisher","DOI":"10.1145\/3292500.3330647"},{"key":"e_1_3_2_1_43_1","volume-title":"Proceedings of the 51st annual meeting of the association for computational linguistics. 873--883","author":"Xie Boyi","year":"2013","unstructured":"Boyi Xie , Rebecca Passonneau , Leon Wu , and Germ\u00e1n G Creamer . 2013 . Semantic frames to predict stock price movement . In Proceedings of the 51st annual meeting of the association for computational linguistics. 873--883 . Boyi Xie, Rebecca Passonneau, Leon Wu, and Germ\u00e1n G Creamer. 2013. Semantic frames to predict stock price movement. In Proceedings of the 51st annual meeting of the association for computational linguistics. 873--883."},{"key":"e_1_3_2_1_44_1","doi-asserted-by":"publisher","DOI":"10.18653\/v1\/D19-1017"},{"key":"e_1_3_2_1_45_1","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-030-01012-6_20"},{"key":"e_1_3_2_1_46_1","doi-asserted-by":"publisher","DOI":"10.1145\/3018661.3018707"},{"key":"e_1_3_2_1_47_1","doi-asserted-by":"publisher","DOI":"10.1109\/ICDM.2017.80"}],"event":{"name":"SIGIR '20: The 43rd International ACM SIGIR conference on research and development in Information Retrieval","location":"Virtual Event China","acronym":"SIGIR '20","sponsor":["SIGIR ACM Special Interest Group on Information Retrieval"]},"container-title":["Proceedings of the 43rd International ACM SIGIR Conference on Research and Development in Information Retrieval"],"original-title":[],"link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3397271.3401427","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3397271.3401427","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,17]],"date-time":"2025-06-17T22:41:48Z","timestamp":1750200108000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3397271.3401427"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2020,7,25]]},"references-count":47,"alternative-id":["10.1145\/3397271.3401427","10.1145\/3397271"],"URL":"https:\/\/doi.org\/10.1145\/3397271.3401427","relation":{},"subject":[],"published":{"date-parts":[[2020,7,25]]},"assertion":[{"value":"2020-07-25","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}