Forecasting credit default risk with graph attention networks

Binbin Zhou; Jiayun Jin; Hang Zhou; Xuye Zhou; Longxiang Shi; Jianhua Ma; Zengwei Zheng

doi:10.1016/j.elerap.2023.101332

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JOURNAL ARTICLE

Forecasting credit default risk with graph attention networks

Binbin Zhou Jiayun Jin Hang Zhou Xuye Zhou Longxiang Shi Jianhua Ma Zengwei Zheng

Year: 2023 Journal: Electronic Commerce Research and Applications Vol: 62 Pages: 101332-101332 Publisher: Elsevier BV

DOI: 10.1016/j.elerap.2023.101332

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Keywords:

Computer science Default risk Credit risk Graph Representation (politics) Machine learning Artificial intelligence Data mining Actuarial science Business Theoretical computer science

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Topics

Financial Distress and Bankruptcy Prediction

Social Sciences → Business, Management and Accounting → Accounting

Machine Learning in Healthcare

Physical Sciences → Computer Science → Artificial Intelligence

Imbalanced Data Classification Techniques

Physical Sciences → Computer Science → Artificial Intelligence

Forecasting credit default risk with graph attention networks

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Citation History

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