Chenhui Li
2026
Decoding the Market’s Pulse: Context-Enriched Agentic Retrieval Augmented Generation for Predicting Post-Earnings Price Shocks
Chenhui Li | Weihai Lu
Proceedings of the 19th Conference of the European Chapter of the Association for Computational Linguistics (Volume 1: Long Papers)
Chenhui Li | Weihai Lu
Proceedings of the 19th Conference of the European Chapter of the Association for Computational Linguistics (Volume 1: Long Papers)
Accurately forecasting large stock price movements after corporate earnings announcements is a longstanding challenge. Existing methods–sentiment lexicons, fine-tuned encoders, and standalone LLMs–often **lack temporal-causal reasoning** and are prone to **narrative bias**, echoing overly optimistic managerial tone. We introduce **Context-Enriched Agentic RAG (CARAG)**, a retrieval-augmented framework that deploys a team of cooperative LLM agents, each specializing in a distinct analytical task: evaluating historical performance, assessing the credibility of guidance, or benchmarking against peers.Agents retrieve structured evidence from a Causal-Temporal Knowledge Graph (CTKG) built from financial statements and earnings calls, enabling grounded, context-rich reasoning. This design mitigates LLM hallucinations and produces more objective predictions.Without task-specific training, our system achieves state-of-the-art zero-shot performance across NASDAQ, NYSE, and MAEC datasets, outperforming both larger LLMs and fine-tuned models in macro-F1, MCC, and Sharpe, beating market benchmarks (S P 500 and Nasdaq) for the same forecasting horizon. Code, datasets, prompts, and implementation details are included in the supplementary material to ensure full reproducibility.
2020
HGCN4MeSH: Hybrid Graph Convolution Network for MeSH Indexing
Miaomiao Yu | Yujiu Yang | Chenhui Li
Proceedings of the 58th Annual Meeting of the Association for Computational Linguistics: Student Research Workshop
Miaomiao Yu | Yujiu Yang | Chenhui Li
Proceedings of the 58th Annual Meeting of the Association for Computational Linguistics: Student Research Workshop
Recently deep learning has been used in Medical subject headings (MeSH) indexing to reduce the time and monetary cost by manual annotation, including DeepMeSH, TextCNN, etc. However, these models still suffer from failing to capture the complex correlations between MeSH terms. To this end, we introduce Graph Convolution Network (GCN) to learn the relationship between these terms, and present a novel Hybrid Graph Convolution Net for MeSH index (HGCN4MeSH). Basically, we utilize two BiGRUs to learn the embedding representation of the abstract and the title of the MeSH index text respectively. At the same time, we establish the adjacency matrix of MeSH terms based on the co-occurrence relationships in Corpus, which is easy to apply for GCN representation learning. On the basis of learning the mixed representation, the prediction problem of the MeSH index keywords is transformed into an extreme multi-label classification problem after the attention layer operation. Experimental results on two datasets show that HGCN4MeSH is competitive compared with the state-of-the-art methods.