Concepedia

Forecasting credit default risk with graph attention networks

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

Electronic Commerce Research and Applications · 2023 · 26 citations · 39 references

Concepts

BusinessFinanceFinancial ManagementFinancial Risk ManagementPredictive AnalyticsQuantitative FinanceCredit AnalysisCredit MarketsCredit RiskCredit Risk AssessmentFinancial RiskRisk ForecastingCredit Risk ModelingDefault PredictionDefault Risk PredictionGraph Attention NetworksGraph Neural Networks

References

39

Leo Breiman · Machine Learning · 2001 · 126.2K citations · Full text

Support-vector networks

Corinna Cortes, Vladimir Vapnik · Machine Learning · 1995 · 40.5K citations · Full text

SMOTE: Synthetic Minority Over-sampling Technique

Nitesh V. Chawla, Kevin W. Bowyer, Lawrence Hall et al. · Journal of Artificial Intelligence Research · 2002 · 31.2K citations · Full text

Computing, Computer Science, Data Science +12

Graph Attention Networks

Guillem Cucurull, Arantxa Casanova, Adriana Romero et al. · arXiv (Cornell University) · 2017 · 8.3K citations · Full text

Computing, Computer Science, Feature Engineering +16

A survey of decision tree classifier methodology

S.R. Safavian, D. A. Landgrebe · IEEE Transactions on Systems Man and Cybernetics · 1991 · 3.8K citations · Full text

Computing, Computer Engineering, Computer Science +12