Overview

The 2018 FEIII challenge task is to enhance a given “ego” network dataset about publicly traded (S&P 500 index) financial entities, and their relationships to other entities. A simple enhancement could be to confirm a known relationship or to validate a predicted relationship, with respect to some ground truth dataset. A more valuable enhancement would be to predict a new and unknown relationship.

The ground truth dataset is currently a sample from the Thomson Reuters Data Fusion (TRDF) knowledge graph. Alternate ground truth datasets may be available from Bloomberg or IBM.

Datasets

We will pick a set of seed companies (financial entities) from NAICS sectors 52 (Finance and Insurance) and 51 (Information) to create the challenge dataset. Data that will be provided include the following:

• Properties of financial entities from Open Corporate (OC), e.g., name, address, jurisdiction where the entity is incorporated, etc.
• (Subsidiary) Relationships between financial entities from OC.
• (Training) subset of properties and relationships from the TRDF knowledge graph.
• IsParentOf; IsUltimateParentOf; hasStrategicAlliance; hasJointVenture; IsJointVentureOf; IsCompetitorOf; IsSupplierOf.
• [Note that the semantics for these relationships may not be strictly defined.]
• Relationships between a filing financial entity and a mentioned financial entity, and corresponding text, from SEC 10K filings.

Visualization of an exemplar dataset of 8 seed entities: https://karsha.umiacs.umd.edu/FinNetwork/

Task

The following “enhancement” tasks are listed in increasing order of difficulty / value of the enhancement:

Confirm a known relationship instance in the TRDF knowledge graph: The relationship already has 100% confidence in the TRDF graph.

Validate a predicted relationship instance in the TRDF knowledge graph: The relationship has < 100% confidence in the TR graph.

Enhance a known relationship instance in the TRDF knowledge graph: Add some additional properties to further describe the relationship.

Create a new relationship instance in the TRDF knowledge graph: The relationship is unknown in the TRDF graph.

Challenge participants may use additional external resources that include both properties and relationships for these financial entities. We note that an enhancement from a participant who does not use additional resources will be judged of greater value, in comparison to an enhancement that relied on external resources.

Tentative timeline