Enterprise Risk Prediction and Interpretability Research Based on GNNs - Softcover

Du, Huaming

 
9783659941672: Enterprise Risk Prediction and Interpretability Research Based on GNNs
Softcover
ISBN 10: 3659941670 ISBN 13: 9783659941672
Publisher: LAP Lambert Academic Publishing, 2024

Synopsis

This book integrates corporate financial risk research with graph neural network (GNN) technology to address the challenges of analyzing complex financial data and the interconnections between enterprises. It explores three key areas: 1. Dynamic Graph Representation: A framework for learning dynamic graph representations based on structural roles is proposed, capturing temporal evolution and global topological dependencies, marking the first use of recurrent learning in this context.2. Momentum Spillover Effects: A dual GNN algorithm is introduced to model the dynamic, complex inter-enterprise relationships and momentum spillover effects, offering a new approach to analyzing their impact on securities market volatility.3. Financial Risk Interpretability: To overcome the black-box nature of deep learning models, a heterogeneous GNN framework is developed to generate evidence subgraphs that reveal internal and external factors affecting enterprise financial risk, enhancing model transparency. Experimental results validate the proposed methods, showing improvements across multiple tasks, while also significantly enhancing model interpretability with faster inference times.

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Publisher
LAP Lambert Academic Publishing
Publication date
2024
Language
English
ISBN 10 
3659941670
ISBN 13 
9783659941672
Binding
Paperback
Number of pages
140