GNN-MAM: A graph neural network based multiple attention mechanism for regional financial risk prediction
By combining graph neural networks and multiple attention mechanisms, a GNN-MAM (Graph neural network based on multiple attention mechanisms) model was developed, which utilizes the structural characteristics of graph neural networks to capture complex correlations and dynamic changes in financial d...
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| Format: | Article |
| Language: | English |
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Elsevier
2025-08-01
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| Series: | Alexandria Engineering Journal |
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| Online Access: | http://www.sciencedirect.com/science/article/pii/S1110016825007641 |
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| _version_ | 1849229295005728768 |
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| author | Yuli Ma MyeongCheol Choi Yelin Weng |
| author_facet | Yuli Ma MyeongCheol Choi Yelin Weng |
| author_sort | Yuli Ma |
| collection | DOAJ |
| description | By combining graph neural networks and multiple attention mechanisms, a GNN-MAM (Graph neural network based on multiple attention mechanisms) model was developed, which utilizes the structural characteristics of graph neural networks to capture complex correlations and dynamic changes in financial data. Meanwhile, by introducing multiple attention mechanisms, the model can adaptively focus on key information and features in the data, thereby improving the accuracy and robustness of predictions. The experimental results show that compared with traditional financial risk prediction methods, GNN-MAM exhibits higher accuracy and robustness in regional financial risk prediction. Especially when dealing with datasets containing outliers, the predictive performance of GNN-MAM is significantly better than other methods, and the false positive rate is significantly reduced. |
| format | Article |
| id | doaj-art-38ecc281cd3443568917d75f5cb5a6ad |
| institution | Kabale University |
| issn | 1110-0168 |
| language | English |
| publishDate | 2025-08-01 |
| publisher | Elsevier |
| record_format | Article |
| series | Alexandria Engineering Journal |
| spelling | doaj-art-38ecc281cd3443568917d75f5cb5a6ad2025-08-22T04:55:33ZengElsevierAlexandria Engineering Journal1110-01682025-08-011271004101410.1016/j.aej.2025.06.023GNN-MAM: A graph neural network based multiple attention mechanism for regional financial risk predictionYuli Ma0MyeongCheol Choi1Yelin Weng2School of Economics and Management, Hubei University of Engineering, Xiaogan, Hubei 432000, China; Corresponding author.Department of Business, Gachon University, Seongnam, Gyeonggi-do 13120, Republic of KoreaCollege of Intelligent Engineering and Technology, Jiangsu Vocational and Technical College of Finance and Economics, Huaian, Jiangsu 223003, ChinaBy combining graph neural networks and multiple attention mechanisms, a GNN-MAM (Graph neural network based on multiple attention mechanisms) model was developed, which utilizes the structural characteristics of graph neural networks to capture complex correlations and dynamic changes in financial data. Meanwhile, by introducing multiple attention mechanisms, the model can adaptively focus on key information and features in the data, thereby improving the accuracy and robustness of predictions. The experimental results show that compared with traditional financial risk prediction methods, GNN-MAM exhibits higher accuracy and robustness in regional financial risk prediction. Especially when dealing with datasets containing outliers, the predictive performance of GNN-MAM is significantly better than other methods, and the false positive rate is significantly reduced.http://www.sciencedirect.com/science/article/pii/S1110016825007641GNNMultiple attention mechanismsFinancial risk predictionFinancial Network Analysis |
| spellingShingle | Yuli Ma MyeongCheol Choi Yelin Weng GNN-MAM: A graph neural network based multiple attention mechanism for regional financial risk prediction Alexandria Engineering Journal GNN Multiple attention mechanisms Financial risk prediction Financial Network Analysis |
| title | GNN-MAM: A graph neural network based multiple attention mechanism for regional financial risk prediction |
| title_full | GNN-MAM: A graph neural network based multiple attention mechanism for regional financial risk prediction |
| title_fullStr | GNN-MAM: A graph neural network based multiple attention mechanism for regional financial risk prediction |
| title_full_unstemmed | GNN-MAM: A graph neural network based multiple attention mechanism for regional financial risk prediction |
| title_short | GNN-MAM: A graph neural network based multiple attention mechanism for regional financial risk prediction |
| title_sort | gnn mam a graph neural network based multiple attention mechanism for regional financial risk prediction |
| topic | GNN Multiple attention mechanisms Financial risk prediction Financial Network Analysis |
| url | http://www.sciencedirect.com/science/article/pii/S1110016825007641 |
| work_keys_str_mv | AT yulima gnnmamagraphneuralnetworkbasedmultipleattentionmechanismforregionalfinancialriskprediction AT myeongcheolchoi gnnmamagraphneuralnetworkbasedmultipleattentionmechanismforregionalfinancialriskprediction AT yelinweng gnnmamagraphneuralnetworkbasedmultipleattentionmechanismforregionalfinancialriskprediction |