EWS-GCN: Edge Weight-Shared Graph Convolutional Network for Transactional Banking Data
This addresses credit scoring for banks, offering a domain-specific improvement.
The paper tackles credit scoring for bank clients by leveraging connections from money transfers to improve accuracy, resulting in a new graph neural network model that outperforms state-of-the-art methods with excellent results.
In this paper, we discuss how modern deep learning approaches can be applied to the credit scoring of bank clients. We show that information about connections between clients based on money transfers between them allows us to significantly improve the quality of credit scoring compared to the approaches using information about the target client solely. As a final solution, we develop a new graph neural network model EWS-GCN that combines ideas of graph convolutional and recurrent neural networks via attention mechanism. The resulting model allows for robust training and efficient processing of large-scale data. We also demonstrate that our model outperforms the state-of-the-art graph neural networks achieving excellent results