Graph neural network with self-attention and multi-task learning for credit default risk prediction

• Main Authors: LI, Zihao, WANG, Xianzhi, YAO, Lina, CHEN, Yakun, XU, Guandong, LIM, Ee-peng
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2022
• 主題: Credit default risk prediction; Graph neural network; Self-attention; Multi-task learning; Databases and Information Systems; Graphics and Human Computer Interfaces; Numerical Analysis and Scientific Computing
• 在線閱讀: https://ink.library.smu.edu.sg/sis_research/7515; https://ink.library.smu.edu.sg/context/sis_research/article/8518/viewcontent/_WISE_2022__SAGNN__Self_attention_Graph_Neural_Network_with_Multi_task_Learning_for_Credit_Risk_Prediction.pdf

We propose a graph neural network with self-attention and multi-task learning (SaM-GNN) to leverage the advantages of deep learning for credit default risk prediction. Our approach incorporates two parallel tasks based on shared intermediate vectors for input vector reconstruction and credit default...