论文标题

每个公司都有其结构:通过图神经网络的公司信用评级

Every Corporation Owns Its Structure: Corporate Credit Ratings via Graph Neural Networks

论文作者

Feng, Bojing, Xu, Haonan, Xue, Wenfang, Xue, Bindang

论文摘要

信用评级是对与公司相关的信用风险的分析,这反映了投资的风险和可靠性水平,并且在财务风险中起着至关重要的作用。已经出现了许多研究,以实施机器学习和深度学习技术,这些技术基于向量空间来处理公司信用评级。最近,考虑到贷款保证网络等企业之间的关系,随着图形神经网络的出现,在该领域应用了一些基于图的模型。但是这些现有模型在公司之间建立网络,而无需考虑内部功能交互。在本文中,为了克服此类问题,我们提出了一个新颖的模型,通过图形神经网络的公司信用评级,CCR-GNN简洁。首先,我们基于自我产品为每个公司构建单个图形,然后使用GNN明确地对功能交互进行建模,其中包括本地和全局信息。对中国公共上市的公司评级数据集进行的广泛实验证明,CCR-GNN始终超过最先进的方法。

Credit rating is an analysis of the credit risks associated with a corporation, which reflects the level of the riskiness and reliability in investing, and plays a vital role in financial risk. There have emerged many studies that implement machine learning and deep learning techniques which are based on vector space to deal with corporate credit rating. Recently, considering the relations among enterprises such as loan guarantee network, some graph-based models are applied in this field with the advent of graph neural networks. But these existing models build networks between corporations without taking the internal feature interactions into account. In this paper, to overcome such problems, we propose a novel model, Corporate Credit Rating via Graph Neural Networks, CCR-GNN for brevity. We firstly construct individual graphs for each corporation based on self-outer product and then use GNN to model the feature interaction explicitly, which includes both local and global information. Extensive experiments conducted on the Chinese public-listed corporate rating dataset, prove that CCR-GNN outperforms the state-of-the-art methods consistently.

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