FisrEbp: Enterprise Bankruptcy Prediction via Fusing its Intra-risk and Spillover-Risk. (arXiv:2202.03874v1 [q-fin.RM])

In this paper, we propose to model enterprise bankruptcy risk by fusing its
intra-risk and spillover-risk. Under this framework, we propose a novel method
that is equipped with an LSTM-based intra-risk encoder and GNNs-based
spillover-risk encoder. Specifically, the intra-risk encoder is able to capture
enterprise intra-risk using the statistic correlated indicators from the basic
business information and litigation information. The spillover-risk encoder
consists of hypergraph neural networks and heterogeneous graph neural networks,
which aim to model spillover risk through two …

arxiv enterprise prediction risk spillover