Conceptual Modeling of Financial Semantic Relations for Enhanced Risk Monitoring in High-Frequency Markets

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Published: 2026-04-05
Keywords:
financial semantic relations, risk monitoring, high-frequency markets, conceptual modeling, real-time analysis

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Jiahui Lin
Nanjing Audit University, Nanjing, China

Abstract

This research article explores the conceptual modeling of financial semantic relations to enhance risk monitoring in high-frequency markets. By leveraging advanced computational techniques, the study aims to address the challenges posed by the dynamic and volatile nature of high-frequency trading environments. The article introduces a novel framework for semantic relation modeling, emphasizing its application in real-time risk detection and mitigation. Through empirical analysis, the study demonstrates the efficacy of the proposed model in identifying critical risk patterns and improving decision-making processes. The findings contribute to the growing body of knowledge in financial risk management, offering practical insights for market participants and regulators.

Article Details

Issue

Vol. 2 No. 1 (2026)

Section

Articles

How to Cite

Conceptual Modeling of Financial Semantic Relations for Enhanced Risk Monitoring in High-Frequency Markets. (2026). Hua Xia Xin Zhi, 2(1), 64-75. https://journals.hubblepress.com/index.php/HXXZ/article/view/27

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