Small and Medium-sized Enterprises Credit Risk Assessment Based on Temporal Knowledge Graphs

Abstract

Credit Risk Assessment (CRA) is a challenging task in the financial field. Previous studies mainly focus on large firms with more comprehensive data especially financial data, annual reports, but for Small and Medium-sized Enterprises (SMEs), there is only public data to utilize, such as news, cases, etc. To better assess risk for SMEs, we constructed a temporal knowledge graph by using public data and proposed a credit risk assessment model (short for TKG-CRA) which comprehensively considers the topological structure of the temporal enterprise knowledge graph with the spread of risks and the neighbor node sequence. Experiments on real-world datasets prove that our model has a larger performance improvement than other traditional methods.