most citedApplying Hybrid Graph Neural Networks to Strengthen Credit Risk Analysis

1 citations · 3 across the 5 of their papers we have counts for

collaborators

5 papers

cs.LG2025

Integrating Feature Attention and Temporal Modeling for Collaborative Financial Risk Assessment

Yue Yao, Zhen Xu, Youzhu Liu +3

This paper addresses the challenges of data privacy and collaborative modeling in cross-institution financial risk analysis. It proposes a risk assessment framework based on federa…

q-fin.CP2024★ 1 cited

Leveraging Generative Adversarial Networks for Addressing Data Imbalance in Financial Market Supervision

Mohan Jiang, Yaxin Liang, Siyuan Han +3

This study explores the application of generative adversarial networks in financial market supervision, especially for solving the problem of data imbalance to improve the accuracy…

cs.LG2024

Predicting Liquidity Coverage Ratio with Gated Recurrent Units: A Deep Learning Model for Risk Management

Zhen Xu, Jingming Pan, Siyuan Han +3

With the global economic integration and the high interconnection of financial markets, financial institutions are facing unprecedented challenges, especially liquidity risk. This…

cs.LG2024★ 1 cited

Applying Hybrid Graph Neural Networks to Strengthen Credit Risk Analysis

Mengfang Sun, Wenying Sun, Ying Sun +3

This paper presents a novel approach to credit risk prediction by employing Graph Convolutional Neural Networks (GCNNs) to assess the creditworthiness of borrowers. Leveraging the…

cs.LG2024★ 1 cited

Wasserstein Distance-Weighted Adversarial Network for Cross-Domain Credit Risk Assessment

Mohan Jiang, Jiating Lin, Hongju Ouyang +3

This paper delves into the application of adversarial domain adaptation (ADA) for enhancing credit risk assessment in financial institutions. It addresses two critical challenges:…