Cargando…
Multimodel Integrated Enterprise Credit Evaluation Method Based on Attention Mechanism
Due to the difficulty of credit risk assessment, the current financing and loan difficulties of small- and medium-sized enterprises (SMEs) are particularly prominent, which hinders the operation and development of enterprises. Based on the previous researches, this paper first screens out features b...
Autores principales: | , |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Hindawi
2022
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8885257/ https://www.ncbi.nlm.nih.gov/pubmed/35237312 http://dx.doi.org/10.1155/2022/8612759 |
_version_ | 1784660371549716480 |
---|---|
author | Zhang, Lei Song, Qiankun |
author_facet | Zhang, Lei Song, Qiankun |
author_sort | Zhang, Lei |
collection | PubMed |
description | Due to the difficulty of credit risk assessment, the current financing and loan difficulties of small- and medium-sized enterprises (SMEs) are particularly prominent, which hinders the operation and development of enterprises. Based on the previous researches, this paper first screens out features by correlation coefficient method and gradient boosting decision tree (GBDT). Then, with the help of SE-Block, the attention mechanism is added to the feature tensor of the subset separated from metadata. On this foundation, two models, XGBoost and LightGBM, are used to train four subsets, respectively, and Bayesian ridge regression is used to fuse the training results of single models under different subsets. In the simulation experiment, the AUC value of the NN-ATT-Bayesian-Stacking model reaches 0.9675 and the distribution of prediction results is ideal. The model shows good robustness, which could make a reliable assessment for the financing and loans of SMEs. |
format | Online Article Text |
id | pubmed-8885257 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2022 |
publisher | Hindawi |
record_format | MEDLINE/PubMed |
spelling | pubmed-88852572022-03-01 Multimodel Integrated Enterprise Credit Evaluation Method Based on Attention Mechanism Zhang, Lei Song, Qiankun Comput Intell Neurosci Research Article Due to the difficulty of credit risk assessment, the current financing and loan difficulties of small- and medium-sized enterprises (SMEs) are particularly prominent, which hinders the operation and development of enterprises. Based on the previous researches, this paper first screens out features by correlation coefficient method and gradient boosting decision tree (GBDT). Then, with the help of SE-Block, the attention mechanism is added to the feature tensor of the subset separated from metadata. On this foundation, two models, XGBoost and LightGBM, are used to train four subsets, respectively, and Bayesian ridge regression is used to fuse the training results of single models under different subsets. In the simulation experiment, the AUC value of the NN-ATT-Bayesian-Stacking model reaches 0.9675 and the distribution of prediction results is ideal. The model shows good robustness, which could make a reliable assessment for the financing and loans of SMEs. Hindawi 2022-02-21 /pmc/articles/PMC8885257/ /pubmed/35237312 http://dx.doi.org/10.1155/2022/8612759 Text en Copyright © 2022 Lei Zhang and Qiankun Song. https://creativecommons.org/licenses/by/4.0/This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. |
spellingShingle | Research Article Zhang, Lei Song, Qiankun Multimodel Integrated Enterprise Credit Evaluation Method Based on Attention Mechanism |
title | Multimodel Integrated Enterprise Credit Evaluation Method Based on Attention Mechanism |
title_full | Multimodel Integrated Enterprise Credit Evaluation Method Based on Attention Mechanism |
title_fullStr | Multimodel Integrated Enterprise Credit Evaluation Method Based on Attention Mechanism |
title_full_unstemmed | Multimodel Integrated Enterprise Credit Evaluation Method Based on Attention Mechanism |
title_short | Multimodel Integrated Enterprise Credit Evaluation Method Based on Attention Mechanism |
title_sort | multimodel integrated enterprise credit evaluation method based on attention mechanism |
topic | Research Article |
url | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8885257/ https://www.ncbi.nlm.nih.gov/pubmed/35237312 http://dx.doi.org/10.1155/2022/8612759 |
work_keys_str_mv | AT zhanglei multimodelintegratedenterprisecreditevaluationmethodbasedonattentionmechanism AT songqiankun multimodelintegratedenterprisecreditevaluationmethodbasedonattentionmechanism |