no code implementations • 16 Jul 2024 • Shaopeng Wei, Beni Egressy, Xingyan Chen, Yu Zhao, Fuzhen Zhuang, Roger Wattenhofer, Gang Kou
Enterprise credit assessment is critical for evaluating financial risk, and Graph Neural Networks (GNNs), with their advanced capability to model inter-entity relationships, are a natural tool to get a deeper understanding of these financial networks.
1 code implementation • 4 Mar 2024 • Xingyan Chen, Tian Du, Mu Wang, Tiancheng Gu, Yu Zhao, Gang Kou, Changqiao Xu, Dapeng Oliver Wu
To address these issues, we propose a novel federated learning framework called FedCMD, a model decoupling tailored to the Cloud-edge supported federated learning that separates deep neural networks into a body for capturing shared representations in Cloud and a personalized head for migrating data heterogeneity.
no code implementations • 17 Dec 2022 • Shaopeng Wei, Yu Zhao, Xingyan Chen, Qing Li, Fuzhen Zhuang, Ji Liu, Fuji Ren, Gang Kou
Different from previous surveys on graph learning, we provide a holistic review that analyzes current works from the perspective of graph structure, and discusses the latest applications, trends, and challenges in graph learning.
no code implementations • 28 Nov 2022 • Yu Zhao, Huaming Du, Qing Li, Fuzhen Zhuang, Ji Liu, Gang Kou
In contrast, this paper attempts to provide a systematic literature survey of enterprise risk analysis approaches from Big Data perspective, which reviews more than 250 representative articles in the past almost 50 years (from 1968 to 2023).
1 code implementation • 1 Feb 2022 • Yu Zhao, Shaopeng Wei, Yu Guo, Qing Yang, Xingyan Chen, Qing Li, Fuzhen Zhuang, Ji Liu, Gang Kou
This study for the first time considers both types of risk and their joint effects in bankruptcy prediction.
1 code implementation • 11 Jan 2022 • Yu Zhao, Huaming Du, Ying Liu, Shaopeng Wei, Xingyan Chen, Fuzhen Zhuang, Qing Li, Ji Liu, Gang Kou
Stock Movement Prediction (SMP) aims at predicting listed companies' stock future price trend, which is a challenging task due to the volatile nature of financial markets.
1 code implementation • 24 Dec 2021 • Yu Zhao, Shaopeng Wei, Huaming Du, Xingyan Chen, Qing Li, Fuzhen Zhuang, Ji Liu, Gang Kou
To address this issue, we propose a novel Dual Hierarchical Attention Networks (DHAN) based on the bi-typed multi-relational heterogeneous graphs to learn comprehensive node representations with the intra-class and inter-class attention-based encoder under a hierarchical mechanism.
no code implementations • 23 Sep 2020 • Xiao Yan, Gang Kou, Feng Xiao, Dapeng Zhang, Xianghua Gan
Spatial and temporal features are critical for demand forecasting in BSSs, but it is challenging to extract spatiotemporal dynamics.
no code implementations • 4 Aug 2020 • Yuzhu Wu, Zhen Zhang, Gang Kou, Hengjie Zhang, Xiangrui Chao, Cong-Cong Li, Yucheng Dong, Francisco Herrera
Distributed linguistic representations are powerful tools for modelling the uncertainty and complexity of preference information in linguistic decision making.
no code implementations • 15 Apr 2019 • Feng Xiao, Dapeng Zhang, Gang Kou, Lu Li
To collectively forecast the demand for ride-sourcing services in all regions of a city, the deep learning approaches have been applied with commendable results.