Temporal Market Knowledge
Point-in-time identity, event time, observation time, lineage and versioned relationships for stocks, ETFs and portfolios.
- Temporal subgraph retrieval
- Corporate-event propagation
- Reproducible signal evidence
We study how ontology, temporal knowledge graphs, semantic standards and explainable retrieval can transform market data into governed intelligence.
Each research track connects a difficult enterprise question to an implementable ontology, graph or validation pattern.
Point-in-time identity, event time, observation time, lineage and versioned relationships for stocks, ETFs and portfolios.
Hybrid graph and vector retrieval in which governed concepts guide extraction, traversal, ranking and explanation.
Connecting threat intelligence and technology dependencies to instruments, data products, decisions and regulatory impact.
Converting data-quality, policy, access and model-risk requirements into portable graph constraints and rules.
A governed context architecture for models, GraphRAG and enterprise agents.
Read paper →Preserving point-in-time truth and evidence for explainable signals.
Read research →What emerging SHACL 1.2 work could mean for governed AI platforms.
Read advancement →Our radar separates production-ready foundations from promising capabilities that require controlled evaluation.
We turn the question into competency questions, a semantic model, a graph experiment and measurable evaluation criteria.