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FinInvest-GTCN: Explainable Graph-Temporal-Causal Modeling for Risk-Aware Investment Decision Optimization

Computation and Language 2026-06-27 v1 Machine Learning

Abstract

Venture capital (VC) investment decisions face distinct challenges, such as multi-source heterogeneous data, non-stationary time series, and the demand for explainable predictions in high-stakes, low-data settings. To overcome these issues, we introduce \textbf{FinInvest-GTCN}, a Graph-Temporal-Causal Network that redefines the task from content recommendation to quantitative risk-return assessment. This architecture combines a relational graph encoder to capture the investment ecosystem's topology, a multi-scale temporal fusion module to handle long-term dependencies and non-stationarity, and a causal decision head that generates risk-adjusted predictions with interpretable causal attributions. A core innovation is the Meta-Causal Adaptation (MCA) strategy, which facilitates robust fine-tuning for new, data-scarce sectors by aligning updates with causally-plausible structures derived from meta-pretraining. Comprehensive experiments on proprietary VC datasets show that FinInvest-GTCN delivers state-of-the-art results, markedly lowering the primary Risk-Adjusted Mean Squared Error (RA-MSE) to 2.51 from a baseline of 3.05 and boosting the cumulative return of a simulated portfolio by 18.7\%. Ablation studies underscore the essential role of each component, while additional analyses confirm the model's stability, interpretability, and enhanced adaptability. This work pioneers a data-driven, explainable framework for investment decision support.

Keywords

Cite

@article{arxiv.2606.28933,
  title  = {FinInvest-GTCN: Explainable Graph-Temporal-Causal Modeling for Risk-Aware Investment Decision Optimization},
  author = {Junyan Tan and Yifan Li and Minghao Wang and Zihan Chen and Haoyu Zhang},
  journal= {arXiv preprint arXiv:2606.28933},
  year   = {2026}
}

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28 pages