Firm default prediction by GNN with gravity-model informed neighbor node sampling
Naoto Minakawa, Kiyoshi Izumi, Yuri Murayama, Hiroki Sakaji
| Year of publication: |
2024
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|---|---|
| Authors: | Minakawa, Naoto ; Izumi, Kiyoshi ; Murayama, Yuri ; Sakaji, Hiroki |
| Published in: |
The review of socionetwork strategies. - Tokyo : Springer Japan, ISSN 1867-3236, ZDB-ID 2471097-0. - Vol. 18.2024, 2, p. 303-328
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| Subject: | Credit risk management | Default prediction | Graph neural networks | Gravity model | Inter-firm network | Kreditrisiko | Credit risk | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Insolvenz | Insolvency | Theorie | Theory | Unternehmensnetzwerk | Business network | Gravitationsmodell | Risikomanagement | Risk management | Kreditwürdigkeit | Credit rating | Stichprobenerhebung | Sampling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12626-024-00170-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015194246