Self-Supervised Prototype Representation Learning for Event-Based Corporate Profiling

Authors

  • Zixuan Yuan Rutgers University
  • Hao Liu Business Intelligence Lab, Baidu Research
  • Renjun Hu Alibaba Group
  • Denghui Zhang Rutgers University
  • Hui Xiong Rutgers University

Keywords:

Applications, Business/Marketing/Advertising/E-commerce, Representation Learning, Time-Series/Data Streams

Abstract

Event-based corporate profiling aims to assess the evolving operational status of the corresponding corporate from its event sequence. Existing studies on corporate profiling have partially addressed the problem via (i) case-by-case empirical analysis by leveraging traditional financial methods, or (ii) the automatic profile inference by reformulating the problem into a supervised learning task. However, both approaches heavily rely on domain knowledge and are labor-intensive. More importantly, the task-specific nature of both approaches prevents the obtained corporate profiles from being applied to diversified downstream applications. To this end, in this paper, we propose a Self-Supervised Prototype Representation Learning (SePaL) framework for dynamic corporate profiling. By exploiting the topological information of an event graph and exploring self-supervised learning techniques, SePaL can obtain unified corporate representations that are robust to event noises and can be easily fine-tuned to benefit various down-stream applications with only a few annotated data. Specifically, we first infer the initial cluster distribution of noise-resistant event prototypes based on latent representations of events. Then, we construct four permutation-invariant self-supervision signals to guide the representation learning of the event prototype. In terms of applications, we exploit the learned time-evolving corporate representations for both stock price spike prediction and corporate default risk evaluation. Experimental results on two real-world corporate event datasets demonstrate the effectiveness of SePaL for these two applications.

Downloads

Published

2021-05-18

How to Cite

Yuan, Z., Liu, H., Hu, R., Zhang, D., & Xiong, H. (2021). Self-Supervised Prototype Representation Learning for Event-Based Corporate Profiling. Proceedings of the AAAI Conference on Artificial Intelligence, 35(5), 4644-4652. Retrieved from https://ojs.aaai.org/index.php/AAAI/article/view/16594

Issue

Section

AAAI Technical Track on Data Mining and Knowledge Management