Risk assessment is a substantial problem for financial institutions that has been extensively studied both for its methodological richness and its various practical applications. With the expansion of inclusive finance, recent attentions are paid to micro and small-sized enterprises (MSEs). Compared with large companies, MSEs present a higher exposure rate to default owing to their insecure financial stability. Conventional efforts learn classifiers from historical data with elaborate feature engineering. However, the main obstacle for MSEs involves severe deficiency in credit-related information, which may degrade the performance of prediction. Besides, financial activities have diverse explicit and implicit relations, which have not been fully exploited for risk judgement in commercial banks. In particular, the observations on real data show that various relationships between company users have additional power in financial risk analysis. In this paper, we consider a graph of banking data, and propose a novel HIDAM model for the purpose. Specifically, we attempt to incorporate heterogeneous information network with rich attributes on multi-typed nodes and links for modeling the scenario of business banking service. To enhance feature representation of MSEs, we extract interactive information through meta-paths and fully exploit path information. Furthermore, we devise a hierarchical attention mechanism respectively to learn the importance of contents inside each meta-path and the importance of different metapahs. Experimental results verify that HIDAM outperforms state-of-the-art competitors on real-world banking data.
翻译:对金融机构来说,风险评估是一个重大问题,因为其方法丰富性及其各种实际应用都得到了广泛研究。随着包容性金融的扩大,最近对微型和小型企业给予了关注。与大公司相比,微型和小型企业(MSEs)由于金融稳定性不稳定,其违约风险暴露率较高。常规努力从历史数据中学习具有精细特征工程学的分类者。然而,微型和中小型企业面临的主要障碍是信用相关信息严重不足,这可能会降低预测的绩效。此外,金融活动有着各种明确和隐含的关系,没有被充分用于商业银行的风险判断。特别是,对真实数据的观察表明,公司用户之间的各种关系在金融风险分析方面拥有更大的权力。在本文件中,我们考虑银行数据图表,并为此目的提出一个新的HIDAM模型。具体地说,我们试图将具有多型节点丰富属性的复杂信息网络和模型化商业银行服务情景的链接纳入。此外,为了提高多国和中小型企业的特征代表性,我们通过元病谱提取互动式信息,并充分利用了实际路径信息。此外,我们对公司用户之间的各种关系,我们在金融风险分析方面拥有更多权力。此外,我们还设计了一个等级核查了每个国家的数据结果的重要性。