Graph Neural Network with Self-attention and Multi-task Learning for Credit Default Risk Prediction

Zihao Li; Xianzhi Wang; Lina Yao; Yakun Chen; Guandong Xu; Ee‐Peng Lim

doi:10.1007/978-3-031-20891-1_44

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Graph Neural Network with Self-attention and Multi-task Learning for Credit Default Risk Prediction

Zihao Li Xianzhi Wang Lina Yao Yakun Chen Guandong Xu Ee‐Peng Lim

Year: 2022 Lecture notes in computer science Pages: 616-629 Publisher: Springer Science+Business Media

DOI: 10.1007/978-3-031-20891-1_44

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Keywords:

Computer science Leverage (statistics) Feature engineering Categorical variable Artificial intelligence Machine learning Feature learning Graph Artificial neural network Raw data Feature vector Data mining Deep learning Pattern recognition (psychology) Theoretical computer science

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Topics

Financial Distress and Bankruptcy Prediction

Social Sciences → Business, Management and Accounting → Accounting

Imbalanced Data Classification Techniques

Physical Sciences → Computer Science → Artificial Intelligence

Credit Risk and Financial Regulations

Social Sciences → Economics, Econometrics and Finance → Finance

Graph Neural Network with Self-attention and Multi-task Learning for Credit Default Risk Prediction

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Citation History

Topics

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