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原文摘要

Predicting stock returns requires modeling persistent company relations and time-varying market signals. Graph Neural Network (GNN) approaches combine static priors with dynamic relational graphs, but treat every extracted edge as a trustworthy binary fact, ignoring heterogeneous reliability across relational sources. We propose LENS (LLM-Extracted priors and News-driven Semantics), a static--dynamic graph framework for stock return prediction and ranking that models relational reliability as a first-class signal across the pipeline. On the static side, we extract a multi-relational company graph from a Large Language Model and aggregate it over multiple runs with confidence weighting to downweight low-consistency edges. On the dynamic side, we build a news-driven semantic graph with exponential-decay temporal aggregation to capture changing market context under uneven coverage. A context-dependent gated fusion module rebalances the two graphs at the per-stock, per-day level. On S&P 500, LENS improves AR@5 by 16.4% and SR@5 by 22.6% over the strongest baseline, and on NASDAQ 100 it achieves comparable improvements (15.5% and 20.9% respectively). Ablations isolate each component's contribution, and a human-validation study of sampled relations supports that the aggregation is grounded, providing evidence that reliability-aware LLM relations and news-based semantic graphs carry complementary information for graph-based financial prediction.