Gang Kou

Shaopeng Wei, Beni Egressy, Xingyan Chen et al.

Enterprise credit assessment is critical for evaluating financial risk, and Graph Neural Networks (GNNs), with their advanced capability to model inter-entity relationships, are a natural tool to get a deeper understanding of these financial networks. However, existing GNN-based methodologies predominantly emphasize entity-level attention mechanisms for contagion risk aggregation, often overlooking the heterogeneous importance of different feature dimensions, thus falling short in adequately modeling credit risk levels. To address this issue, we propose a novel architecture named Graph Dimension Attention Network (GDAN), which incorporates a dimension-level attention mechanism to capture fine-grained risk-related characteristics. Furthermore, we explore the interpretability of the GNN-based method in financial scenarios and propose a simple but effective data-centric explainer for GDAN, called GDAN-DistShift. DistShift provides edge-level interpretability by quantifying distribution shifts during the message-passing process. Moreover, we collected a real-world, multi-source Enterprise Credit Assessment Dataset (ECAD) and have made it accessible to the research community since high-quality datasets are lacking in this field. Extensive experiments conducted on ECAD demonstrate the effectiveness of our methods. In addition, we ran GDAN on the well-known datasets SMEsD and DBLP, also with excellent results.

Xingyan Chen, Tian Du, Mu Wang et al.

Federated learning, as a promising distributed learning paradigm, enables collaborative training of a global model across multiple network edge clients without the need for central data collecting. However, the heterogeneity of edge data distribution drags the model towards the local minima, which can be distant from the global optimum. Such heterogeneity often leads to slow convergence and substantial communication overhead. To address these issues, we propose a novel federated learning framework called FedCMD, a model decoupling tailored to the Cloud-edge supported federated learning that separates deep neural networks into a body for capturing shared representations in Cloud and a personalized head for migrating data heterogeneity. Our motivation is that, by the deep investigation of the performance of selecting different neural network layers as the personalized head, we found rigidly assigning the last layer as the personalized head in current studies is not always optimal. Instead, it is necessary to dynamically select the personalized layer that maximizes the training performance by taking the representation difference between neighbor layers into account. To find the optimal personalized layer, we utilize the low-dimensional representation of each layer to contrast feature distribution transfer and introduce a Wasserstein-based layer selection method, aimed at identifying the best-match layer for personalization. Additionally, a weighted global aggregation algorithm is proposed based on the selected personalized layer for the practical application of FedCMD. Extensive experiments on ten benchmarks demonstrate the efficiency and superior performance of our solution compared with nine state-of-the-art solutions. All code and results are available at https://github.com/elegy112138/FedCMD.

Huaming Du, Yijie Huang, Su Yao et al.

The increasing scale of graph datasets has significantly improved the performance of graph representation learning methods, but it has also introduced substantial training challenges. Graph dataset condensation techniques have emerged to compress large datasets into smaller yet information-rich datasets, while maintaining similar test performance. However, these methods strictly require downstream applications to match the original dataset and task, which often fails in cross-task and cross-domain scenarios. To address these challenges, we propose a novel causal-invariance-based and transferable graph dataset condensation method, named \textbf{TGCC}, providing effective and transferable condensed datasets. Specifically, to preserve domain-invariant knowledge, we first extract domain causal-invariant features from the spatial domain of the graph using causal interventions. Then, to fully capture the structural and feature information of the original graph, we perform enhanced condensation operations. Finally, through spectral-domain enhanced contrastive learning, we inject the causal-invariant features into the condensed graph, ensuring that the compressed graph retains the causal information of the original graph. Experimental results on five public datasets and our novel \textbf{FinReport} dataset demonstrate that TGCC achieves up to a 13.41\% improvement in cross-task and cross-domain complex scenarios compared to existing methods, and achieves state-of-the-art performance on 5 out of 6 datasets in the single dataset and task scenario.

Huaming Du, Tao Hu, Yijie Huang et al.

Revealing the underlying causal mechanisms in the real world is crucial for scientific and technological progress. Despite notable advances in recent decades, the lack of high-quality data and the reliance of traditional causal discovery algorithms (TCDA) on the assumption of no latent confounders, as well as their tendency to overlook the precise semantics of latent variables, have long been major obstacles to the broader application of causal discovery. To address this issue, we propose a novel causal modeling framework, TLVD, which integrates the metadata-based reasoning capabilities of large language models (LLMs) with the data-driven modeling capabilities of TCDA for inferring latent variables and their semantics. Specifically, we first employ a data-driven approach to construct a causal graph that incorporates latent variables. Then, we employ multi-LLM collaboration for latent variable inference, modeling this process as a game with incomplete information and seeking its Bayesian Nash Equilibrium (BNE) to infer the possible specific latent variables. Finally, to validate the inferred latent variables across multiple real-world web-based data sources, we leverage LLMs for evidence exploration to ensure traceability. We comprehensively evaluate TLVD on three de-identified real patient datasets provided by a hospital and two benchmark datasets. Extensive experimental results confirm the effectiveness and reliability of TLVD, with average improvements of 32.67% in Acc, 62.21% in CAcc, and 26.72% in ECit across the five datasets.

Long Shi, Yunshan Ye, Wenjie Wang et al.

Information theory has inspired numerous advancements in multi-view learning. Most multi-view methods incorporating information-theoretic principles rely an assumption called multi-view redundancy which states that common information between views is necessary and sufficient for down-stream tasks. This assumption emphasizes the importance of common information for prediction, but inherently ignores the potential of unique information in each view that could be predictive to the task. In this paper, we propose a comprehensive information-theoretic multi-view learning framework named CIML, which discards the assumption of multi-view redundancy. Specifically, CIML considers the potential predictive capabilities of both common and unique information based on information theory. First, the common representation learning maximizes Gacs-Korner common information to extract shared features and then compresses this information to learn task-relevant representations based on the Information Bottleneck (IB). For unique representation learning, IB is employed to achieve the most compressed unique representation for each view while simultaneously minimizing the mutual information between unique and common representations, as well as among different unique representations. Importantly, we theoretically prove that the learned joint representation is predictively sufficient for the downstream task. Extensive experimental results have demonstrated the superiority of our model over several state-of-art methods. The code is released on CIML.

Yu Zhao, Shaopeng Wei, Yu Guo et al.

Predicting the bankruptcy risk of small and medium-sized enterprises (SMEs) is an important step for financial institutions when making decisions about loans. Existing studies in both finance and AI research fields, however, tend to only consider either the intra-risk or contagion risk of enterprises, ignoring their interactions and combinatorial effects. This study for the first time considers both types of risk and their joint effects in bankruptcy prediction. Specifically, we first propose an enterprise intra-risk encoder based on statistically significant enterprise risk indicators for its intra-risk learning. Then, we propose an enterprise contagion risk encoder based on enterprise relation information from an enterprise knowledge graph for its contagion risk embedding. In particular, the contagion risk encoder includes both the newly proposed Hyper-Graph Neural Networks and Heterogeneous Graph Neural Networks, which can model contagion risk in two different aspects, i.e. common risk factors based on hyperedges and direct diffusion risk from neighbors, respectively. To evaluate the model, we collect real-world multi-sources data on SMEs and build a novel benchmark dataset called SMEsD. We provide open access to the dataset, which is expected to further promote research on financial risk analysis. Experiments on SMEsD against twelve state-of-the-art baselines demonstrate the effectiveness of the proposed model for bankruptcy prediction.

Yu Zhao, Huaming Du, Ying Liu et al.

Stock Movement Prediction (SMP) aims at predicting listed companies' stock future price trend, which is a challenging task due to the volatile nature of financial markets. Recent financial studies show that the momentum spillover effect plays a significant role in stock fluctuation. However, previous studies typically only learn the simple connection information among related companies, which inevitably fail to model complex relations of listed companies in the real financial market. To address this issue, we first construct a more comprehensive Market Knowledge Graph (MKG) which contains bi-typed entities including listed companies and their associated executives, and hybrid-relations including the explicit relations and implicit relations. Afterward, we propose DanSmp, a novel Dual Attention Networks to learn the momentum spillover signals based upon the constructed MKG for stock prediction. The empirical experiments on our constructed datasets against nine SOTA baselines demonstrate that the proposed DanSmp is capable of improving stock prediction with the constructed MKG.

Yu Zhao, Shaopeng Wei, Huaming Du et al.

Bi-type multi-relational heterogeneous graph (BMHG) is one of the most common graphs in practice, for example, academic networks, e-commerce user behavior graph and enterprise knowledge graph. It is a critical and challenge problem on how to learn the numerical representation for each node to characterize subtle structures. However, most previous studies treat all node relations in BMHG as the same class of relation without distinguishing the different characteristics between the intra-class relations and inter-class relations of the bi-typed nodes, causing the loss of significant structure information. To address this issue, we propose a novel Dual Hierarchical Attention Networks (DHAN) based on the bi-typed multi-relational heterogeneous graphs to learn comprehensive node representations with the intra-class and inter-class attention-based encoder under a hierarchical mechanism. Specifically, the former encoder aggregates information from the same type of nodes, while the latter aggregates node representations from its different types of neighbors. Moreover, to sufficiently model node multi-relational information in BMHG, we adopt a newly proposed hierarchical mechanism. By doing so, the proposed dual hierarchical attention operations enable our model to fully capture the complex structures of the bi-typed multi-relational heterogeneous graphs. Experimental results on various tasks against the state-of-the-arts sufficiently confirm the capability of DHAN in learning node representations on the BMHGs.

Xiao Yan, Gang Kou, Feng Xiao et al.

Bike-sharing systems (BSSs) have become increasingly popular around the globe and have attracted a wide range of research interests. In this paper, the demand forecasting problem in BSSs is studied. Spatial and temporal features are critical for demand forecasting in BSSs, but it is challenging to extract spatiotemporal dynamics. Another challenge is to capture the relations between spatiotemporal dynamics and external factors, such as weather, day-of-week, and time-of-day. To address these challenges, we propose a multiple spatiotemporal fusion network named MSTF-Net. MSTF-Net consists of multiple spatiotemporal blocks: 3D convolutional network (3D-CNN) blocks, eidetic 3D convolutional long short-term memory networks (E3D-LSTM) blocks, and fully-connected (FC) blocks. Specifically, 3D-CNN blocks highlight extracting short-term spatiotemporal dependence in each fragment (i.e., closeness, period, and trend); E3D-LSTM blocks further extract long-term spatiotemporal dependence over all fragments; FC blocks extract nonlinear correlations of external factors. Finally, the latent representations of E3D-LSTM and FC blocks are fused to obtain the final prediction. For two real-world datasets, it is shown that MSTF-Net outperforms seven state-of-the-art models.

Yuzhu Wu, Zhen Zhang, Gang Kou et al.

Distributed linguistic representations are powerful tools for modelling the uncertainty and complexity of preference information in linguistic decision making. To provide a comprehensive perspective on the development of distributed linguistic representations in decision making, we present the taxonomy of existing distributed linguistic representations. Then, we review the key elements of distributed linguistic information processing in decision making, including the distance measurement, aggregation methods, distributed linguistic preference relations, and distributed linguistic multiple attribute decision making models. Next, we provide a discussion on ongoing challenges and future research directions from the perspective of data science and explainable artificial intelligence.

Feng Xiao, Dapeng Zhang, Gang Kou et al.

To collectively forecast the demand for ride-sourcing services in all regions of a city, the deep learning approaches have been applied with commendable results. However, the local statistical differences throughout the geographical layout of the city make the spatial stationarity assumption of the convolution invalid, which limits the performance of CNNs on the demand forecasting task. In this paper, we propose a novel deep learning framework called LC-ST-FCN (locally connected spatiotemporal fully-convolutional neural network) to address the unique challenges of the region-level demand forecasting problem within one end-to-end architecture (E2E). We first employ the 3D convolutional layers to fuse the spatial and temporal information existed in the input and then feed the spatiotemporal features extracted by the 3D convolutional layers to the subsequent 2D convolutional layers. Afterward, the prediction value of each region is obtained by the locally connected convolutional layers which relax the parameter sharing scheme. We evaluate the proposed model on a real dataset from a ride-sourcing service platform (DiDiChuxing) and observe significant improvements compared with a bunch of baseline models. Besides, we also illustrate the effectiveness of our proposed model by visualizing how different types of convolutional layers transform their input and capture useful features. The visualization results show that fully convolutional architecture enables the model to better localize the related regions. And the locally connected layers play an important role in dealing with the local statistical differences and activating useful regions.