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With the rapid development of knowledge graph related technologies, domain knowledge graph has become a research hotspot in academia and industry. However, the domain knowledge graph for technical documents is not mature enough, and the semantic information implicit in unstructured technical documents has not been fully tapped. Combining the characteristics of technical documents, the paper proposes a TextCNN-based topic information extraction model and constructs a domain knowledge graph for technical documents. It uses the graph database Neo4j for knowledge storage and visualization. The information extraction model based on TextCNN can automatically extract the subject information of the document and the summary information such as title, ID, status, meeting, organization, etc. Experiments show that the model has high accuracy on the technical document dataset, which can effectively reduce the cost of manual annotation and data collation. At the same time, knowledge graph visualization can facilitate scientific researchers to search, track and update technical documents, which can show the evolution of technology more clearly.

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Financial markets are widely believed to be complex systems where interdependencies exist among individual entities in the system enabling the risk spillover effect. The detrended cross-correlation analysis (DCCA) has found wide applications in examining the comovement of fluctuations among financial time series. However, to what extent can such cross-correlation represent the spillover effect is still unknown. This article constructs the DCCA network of commodity future markets and explores its proximity to the volatility spillover network. Results show a moderate agreement between the two networks. Centrality measures applied to the DCCA networks are able to identify key commodity futures that are transmitting or receiving risk spillovers. The evolution of the DCCA network reveals a significant change in the network structure during the COVID-19 pandemic in comparison to that of the pre- and post-pandemic periods. The pandemic made the commodity future markets more interconnected leading to a shorter diameter for the network. The intensified connections happen mostly between commodities from different categories. Accordingly, cross-category risk spillovers are more likely to happen during the pandemic. The analysis enriches the applications of the DCCA approach and provides useful insights into understanding the risk dynamics in commodity future markets.