{"id":"https://openalex.org/W4404351568","doi":"https://doi.org/10.1145/3677052.3698619","title":"Time-aware Graph Attention Networks for Multiperiod Default Prediction","display_name":"Time-aware Graph Attention Networks for Multiperiod Default Prediction","publication_year":2024,"publication_date":"2024-11-14","ids":{"openalex":"https://openalex.org/W4404351568","doi":"https://doi.org/10.1145/3677052.3698619"},"language":"en","primary_location":{"id":"doi:10.1145/3677052.3698619","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3677052.3698619","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3677052.3698619","source":null,"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 5th ACM International Conference on AI in Finance","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://dl.acm.org/doi/pdf/10.1145/3677052.3698619","any_repository_has_fulltext":null},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5064608070","display_name":"Cheng-Wei Lin","orcid":null},"institutions":[{"id":"https://openalex.org/I84653119","display_name":"Academia Sinica","ror":"https://ror.org/05bxb3784","country_code":"TW","type":"facility","lineage":["https://openalex.org/I84653119"]}],"countries":["TW"],"is_corresponding":true,"raw_author_name":"Cheng-Wei Lin","raw_affiliation_strings":["Academia Sinica, Taiwan"],"raw_orcid":"https://orcid.org/0009-0003-7316-9624","affiliations":[{"raw_affiliation_string":"Academia Sinica, Taiwan","institution_ids":["https://openalex.org/I84653119"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5110745061","display_name":"Yu-Pao Tu","orcid":null},"institutions":[{"id":"https://openalex.org/I84653119","display_name":"Academia Sinica","ror":"https://ror.org/05bxb3784","country_code":"TW","type":"facility","lineage":["https://openalex.org/I84653119"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Yu-Pao Tu","raw_affiliation_strings":["Academia Sinica, Taiwan"],"raw_orcid":"https://orcid.org/0009-0003-4211-8701","affiliations":[{"raw_affiliation_string":"Academia Sinica, Taiwan","institution_ids":["https://openalex.org/I84653119"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5017348970","display_name":"Chuan\u2010Ju Wang","orcid":"https://orcid.org/0000-0002-5281-2962"},"institutions":[{"id":"https://openalex.org/I84653119","display_name":"Academia Sinica","ror":"https://ror.org/05bxb3784","country_code":"TW","type":"facility","lineage":["https://openalex.org/I84653119"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Chuan-Ju Wang","raw_affiliation_strings":["Academia Sinica, Taiwan"],"raw_orcid":"https://orcid.org/0000-0002-5281-2962","affiliations":[{"raw_affiliation_string":"Academia Sinica, Taiwan","institution_ids":["https://openalex.org/I84653119"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5064608070"],"corresponding_institution_ids":["https://openalex.org/I84653119"],"apc_list":null,"apc_paid":null,"fwci":0.9069,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.81336075,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":95},"biblio":{"volume":null,"issue":null,"first_page":"204","last_page":"212"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.9890999794006348,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.9890999794006348,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11063","display_name":"Rough Sets and Fuzzy Logic","score":0.9783999919891357,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"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/T11652","display_name":"Imbalanced Data Classification Techniques","score":0.9768000245094299,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7132290005683899},{"id":"https://openalex.org/keywords/attention-network","display_name":"Attention network","score":0.47602444887161255},{"id":"https://openalex.org/keywords/graph","display_name":"Graph","score":0.4469088613986969},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4327983558177948},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.34942325949668884},{"id":"https://openalex.org/keywords/theoretical-computer-science","display_name":"Theoretical computer science","score":0.32474738359451294}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7132290005683899},{"id":"https://openalex.org/C2993807640","wikidata":"https://www.wikidata.org/wiki/Q103709453","display_name":"Attention network","level":2,"score":0.47602444887161255},{"id":"https://openalex.org/C132525143","wikidata":"https://www.wikidata.org/wiki/Q141488","display_name":"Graph","level":2,"score":0.4469088613986969},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4327983558177948},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.34942325949668884},{"id":"https://openalex.org/C80444323","wikidata":"https://www.wikidata.org/wiki/Q2878974","display_name":"Theoretical computer science","level":1,"score":0.32474738359451294}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3677052.3698619","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3677052.3698619","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3677052.3698619","source":null,"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 5th ACM International Conference on AI in Finance","raw_type":"proceedings-article"}],"best_oa_location":{"id":"doi:10.1145/3677052.3698619","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3677052.3698619","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3677052.3698619","source":null,"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 5th ACM International Conference on AI in Finance","raw_type":"proceedings-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":false},"content_urls":{"pdf":"https://content.openalex.org/works/W4404351568.pdf"},"referenced_works_count":23,"referenced_works":["https://openalex.org/W1498436455","https://openalex.org/W1997242320","https://openalex.org/W2004818833","https://openalex.org/W2006680549","https://openalex.org/W2011886674","https://openalex.org/W2020848494","https://openalex.org/W2048801439","https://openalex.org/W2079272365","https://openalex.org/W2085831731","https://openalex.org/W2124532504","https://openalex.org/W2183020880","https://openalex.org/W2334501456","https://openalex.org/W2766659517","https://openalex.org/W2896309423","https://openalex.org/W3010059221","https://openalex.org/W3023478198","https://openalex.org/W3123201237","https://openalex.org/W3123829312","https://openalex.org/W3125637821","https://openalex.org/W3160222876","https://openalex.org/W3175058599","https://openalex.org/W4225986465","https://openalex.org/W4287116653"],"related_works":["https://openalex.org/W2961085424","https://openalex.org/W4306674287","https://openalex.org/W3046775127","https://openalex.org/W4394896187","https://openalex.org/W3170094116","https://openalex.org/W4386462264","https://openalex.org/W3107602296","https://openalex.org/W4364306694","https://openalex.org/W4312192474","https://openalex.org/W4283697347"],"abstract_inverted_index":{"This":[0],"study":[1],"enhances":[2],"multiperiod":[3],"default":[4,66],"prediction":[5,55],"in":[6,24,53,61],"credit":[7],"risk":[8,67],"management":[9],"with":[10],"our":[11],"proposed":[12],"time-aware":[13],"graph":[14,28],"attention":[15,29],"networks":[16,30],"(TAGAT).":[17],"Unlike":[18],"traditional":[19],"models":[20],"that":[21,31,47],"view":[22],"companies":[23,38],"isolation,":[25],"TAGAT":[26,48],"leverages":[27],"account":[32],"for":[33],"the":[34],"complex":[35],"interdependencies":[36],"among":[37],"within":[39],"and":[40],"across":[41],"sectors.":[42],"Our":[43],"extensive":[44],"experiments":[45],"show":[46],"surpasses":[49],"existing":[50],"models,":[51],"particularly":[52],"long-term":[54],"horizons,":[56],"marking":[57],"a":[58],"key":[59],"advancement":[60],"integrating":[62],"company":[63],"relationships":[64],"into":[65],"analysis.":[68]},"counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
