Every Corporation Owns Its Structure: Corporate Credit Ratings via Graph Neural Networks

Understand

Credit rating is an analysis of the credit risks associated with a corporation, which reflects the level of the riskiness and reliability in investing, and plays a vital role in financial risk.

• There have emerged many studies that implement machine learning and deep learning techniques which are based on vector space to deal with corporate credit rating.
• Recently, considering the relations among enterprises such as loan guarantee network, some graph-based models are applied in this field with the advent of graph neural networks.
• But these existing models build networks between corporations without taking the internal feature interactions into account.