Financial Default Prediction via Motif-preserving Graph Neural Network with Curriculum Learning

Daixin Wang, Zhiqiang Zhang, Yeyu Zhao, Kai Huang, Yulin Kang and Jun Zhou

Papers from arXiv.org

Abstract: User financial default prediction plays a critical role in credit risk forecasting and management. It aims at predicting the probability that the user will fail to make the repayments in the future. Previous methods mainly extract a set of user individual features regarding his own profiles and behaviors and build a binary-classification model to make default predictions. However, these methods cannot get satisfied results, especially for users with limited information. Although recent efforts suggest that default prediction can be improved by social relations, they fail to capture the higher-order topology structure at the level of small subgraph patterns. In this paper, we fill in this gap by proposing a motif-preserving Graph Neural Network with curriculum learning (MotifGNN) to jointly learn the lower-order structures from the original graph and higherorder structures from multi-view motif-based graphs for financial default prediction. Specifically, to solve the problem of weak connectivity in motif-based graphs, we design the motif-based gating mechanism. It utilizes the information learned from the original graph with good connectivity to strengthen the learning of the higher-order structure. And considering that the motif patterns of different samples are highly unbalanced, we propose a curriculum learning mechanism on the whole learning process to more focus on the samples with uncommon motif distributions. Extensive experiments on one public dataset and two industrial datasets all demonstrate the effectiveness of our proposed method.

Date: 2024-03
New Economics Papers: this item is included in nep-ban, nep-big, nep-cmp, nep-net and nep-rmg
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/2403.06482 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2403.06482

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().