{"id":"https://openalex.org/W4399253807","doi":"https://doi.org/10.1145/3661638.3661644","title":"Research on the Application of Graph Neural Networks in Financial Asset Valuation","display_name":"Research on the Application of Graph Neural Networks in Financial Asset Valuation","publication_year":2023,"publication_date":"2023-12-22","ids":{"openalex":"https://openalex.org/W4399253807","doi":"https://doi.org/10.1145/3661638.3661644"},"language":"en","primary_location":{"id":"doi:10.1145/3661638.3661644","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3661638.3661644","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2023 International Conference on Artificial Intelligence, Systems and Network Security","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5098971275","display_name":"Yuge Song","orcid":null},"institutions":[{"id":"https://openalex.org/I2800655693","display_name":"Lyceum of the Philippines University","ror":"https://ror.org/027e56k73","country_code":"PH","type":"education","lineage":["https://openalex.org/I2800655693"]}],"countries":["PH"],"is_corresponding":false,"raw_author_name":"Yuge Song","raw_affiliation_strings":["Lyceum of the Philippines University Manila, Philippines"],"raw_orcid":"https://orcid.org/0009-0009-2011-6493","affiliations":[{"raw_affiliation_string":"Lyceum of the Philippines University Manila, Philippines","institution_ids":["https://openalex.org/I2800655693"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5024854631","display_name":"Zerui He","orcid":"https://orcid.org/0009-0009-1323-415X"},"institutions":[{"id":"https://openalex.org/I2800655693","display_name":"Lyceum of the Philippines University","ror":"https://ror.org/027e56k73","country_code":"PH","type":"education","lineage":["https://openalex.org/I2800655693"]}],"countries":["PH"],"is_corresponding":false,"raw_author_name":"Zerui He","raw_affiliation_strings":["Lyceum of the Philippines University Manila, Philippines"],"raw_orcid":"https://orcid.org/0009-0009-1323-415X","affiliations":[{"raw_affiliation_string":"Lyceum of the Philippines University Manila, Philippines","institution_ids":["https://openalex.org/I2800655693"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I2800655693"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.22183616,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"27","last_page":"31"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T13702","display_name":"Machine Learning in Healthcare","score":0.9514999985694885,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T13702","display_name":"Machine Learning in Healthcare","score":0.9514999985694885,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12702","display_name":"Brain Tumor Detection and Classification","score":0.9509999752044678,"subfield":{"id":"https://openalex.org/subfields/2808","display_name":"Neurology"},"field":{"id":"https://openalex.org/fields/28","display_name":"Neuroscience"},"domain":{"id":"https://openalex.org/domains/1","display_name":"Life Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.949400007724762,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6336425542831421},{"id":"https://openalex.org/keywords/valuation","display_name":"Valuation (finance)","score":0.5693050622940063},{"id":"https://openalex.org/keywords/financial-networks","display_name":"Financial networks","score":0.5475368499755859},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.5134864449501038},{"id":"https://openalex.org/keywords/asset-management","display_name":"Asset management","score":0.46366646885871887},{"id":"https://openalex.org/keywords/robustness","display_name":"Robustness (evolution)","score":0.44924965500831604},{"id":"https://openalex.org/keywords/graph","display_name":"Graph","score":0.43534374237060547},{"id":"https://openalex.org/keywords/convolutional-neural-network","display_name":"Convolutional neural network","score":0.4205705523490906},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.35491570830345154},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.33950871229171753},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3295893669128418},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3263416886329651},{"id":"https://openalex.org/keywords/theoretical-computer-science","display_name":"Theoretical computer science","score":0.21277862787246704},{"id":"https://openalex.org/keywords/systemic-risk","display_name":"Systemic risk","score":0.19493845105171204},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.16007500886917114},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.12431129813194275},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.12221521139144897}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6336425542831421},{"id":"https://openalex.org/C186027771","wikidata":"https://www.wikidata.org/wiki/Q4008379","display_name":"Valuation (finance)","level":2,"score":0.5693050622940063},{"id":"https://openalex.org/C2776760741","wikidata":"https://www.wikidata.org/wiki/Q25325235","display_name":"Financial networks","level":4,"score":0.5475368499755859},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5134864449501038},{"id":"https://openalex.org/C2776517139","wikidata":"https://www.wikidata.org/wiki/Q873442","display_name":"Asset management","level":2,"score":0.46366646885871887},{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.44924965500831604},{"id":"https://openalex.org/C132525143","wikidata":"https://www.wikidata.org/wiki/Q141488","display_name":"Graph","level":2,"score":0.43534374237060547},{"id":"https://openalex.org/C81363708","wikidata":"https://www.wikidata.org/wiki/Q17084460","display_name":"Convolutional neural network","level":2,"score":0.4205705523490906},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.35491570830345154},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.33950871229171753},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3295893669128418},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3263416886329651},{"id":"https://openalex.org/C80444323","wikidata":"https://www.wikidata.org/wiki/Q2878974","display_name":"Theoretical computer science","level":1,"score":0.21277862787246704},{"id":"https://openalex.org/C144587487","wikidata":"https://www.wikidata.org/wiki/Q1369234","display_name":"Systemic risk","level":3,"score":0.19493845105171204},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.16007500886917114},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.12431129813194275},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.12221521139144897},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3661638.3661644","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3661638.3661644","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2023 International Conference on Artificial Intelligence, Systems and Network Security","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":4,"referenced_works":["https://openalex.org/W3153535523","https://openalex.org/W3163067101","https://openalex.org/W4223550410","https://openalex.org/W4382796023"],"related_works":["https://openalex.org/W4293226380","https://openalex.org/W2770593030","https://openalex.org/W4321487865","https://openalex.org/W3154990682","https://openalex.org/W4313906399","https://openalex.org/W2560201613","https://openalex.org/W2171975302","https://openalex.org/W2022352247","https://openalex.org/W4391266461","https://openalex.org/W2590798552"],"abstract_inverted_index":{"To":[0],"explore":[1,126],"the":[2,9,77,80,83,118,127],"effectiveness":[3],"of":[4,11,65,79,130],"graph":[5,34,87],"neural":[6,51,88],"networks":[7,52,89],"in":[8,68,111],"assessment":[10],"financial":[12,112],"asset":[13],"risk,":[14],"this":[15,31,55],"research":[16],"constructs":[17],"a":[18,33],"stock":[19],"relationship":[20],"network":[21],"using":[22],"price":[23],"correlation":[24],"coefficients":[25],"as":[26],"edge":[27],"weights.":[28],"Based":[29],"on":[30],"network,":[32],"convolutional":[35],"model":[36,40,56,122],"is":[37],"designed":[38],"to":[39,49],"dependencies":[41,94],"between":[42,95],"nodes.":[43],"Experimental":[44],"results":[45],"show":[46],"that":[47,86],"compared":[48],"recurrent":[50],"and":[53,72,108,124],"others,":[54],"can":[57,90,102],"more":[58],"accurately":[59],"predict":[60],"risk":[61,99,109],"with":[62],"an":[63],"improvement":[64],"over":[66],"5%":[67],"F1":[69],"score.":[70],"Parameter":[71],"case":[73],"analyses":[74],"also":[75],"confirm":[76],"robustness":[78],"model.":[81],"Overall,":[82],"study":[84],"demonstrates":[85],"efficiently":[91],"learn":[92],"complex":[93],"assets,":[96],"enabling":[97],"collective":[98],"assessment.":[100],"This":[101],"provide":[103],"support":[104],"for":[105],"investment":[106],"management":[107],"control":[110],"institutions.":[113],"Future":[114],"work":[115],"will":[116],"expand":[117],"data":[119],"scale,":[120],"enrich":[121],"structures,":[123],"further":[125],"application":[128],"prospects":[129],"such":[131],"technology.":[132]},"counts_by_year":[],"updated_date":"2026-06-26T08:34:08.712188","created_date":"2025-10-10T00:00:00"}
