供应链金融风险因素识别的风险感知特征网络

IF 7.5 1区 计算机科学 Q1 COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE
Yang Zhang , Yating Zhao , Wenjuan Lian , Bin Jia
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引用次数: 0

摘要

随着供应链金融业务的扩展,传统的风险评估系统严重依赖人工流程和静态的基于规则的框架,越来越无法跟上现代风险模式的复杂性和动态性。这往往导致反应迟缓和风险管理效率低下。为了解决异构数据集成困难、潜在风险检测率低、动态风险模式捕获能力有限等关键挑战,本文引入了一种由自适应注意机制驱动的新型风险感知特征网络(RAFN)。该模型采用双通道架构分别处理数值数据和分类数据,采用门控线性单元对异构数据流进行动态合并,并采用动态系数多头关注机制自适应关注风险敏感特征。在公共和专有数据集上进行的实验表明,RAFN优于主流算法,在准确率、召回率和f1评分方面提高了1.73%-5.81%,同时保持了特异性和召回率之间的良好平衡。此外,本研究提出了一个基于RAFN的闭环风险管理框架,该框架集成了“智能合约触发、链下模型评估和链上共识验证”。这种方法提供了一种有效的技术解决方案,可以打破数据孤岛,提高供应链金融风险识别的准确性,为建立更有效、更可靠的风险控制系统铺平道路。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
RAFN: A risk-aware feature network for identifying risk factors in supply chain finance
As supply chain finance businesses expand, traditional risk assessment systems, which rely heavily on manual processes and static rule-based frameworks, are increasingly unable to keep up with the complexity and dynamism of modern risk patterns. This often leads to delayed responses and inefficiencies in risk management. To address key challenges such as difficulties in integrating heterogeneous data, low detection rates for hidden risks, and limited ability to capture dynamic risk patterns, this paper introduces a novel Risk-Aware Feature Network (RAFN) driven by an adaptive attention mechanism. The RAFN model is designed with a dual-channel architecture to process numerical and categorical data separately, employs gated linear units to dynamically merge heterogeneous data streams, and incorporates a multi-head attention mechanism with dynamic coefficients to focus on risk-sensitive features adaptively. Experiments conducted on both public and proprietary datasets show that RAFN outperforms mainstream algorithms, achieving a 1.73%-5.81% improvement in accuracy, recall, and F1-score, while maintaining a strong balance between specificity and recall. Furthermore, this study proposes a closed-loop risk management framework based on RAFN, which integrates “smart contract triggering, off-chain model evaluation, and on-chain consensus validation.” This approach offers an efficient technical solution to break down data silos and enhance the precision of risk identification in supply chain finance, paving the way for more effective and reliable risk control systems.
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来源期刊
Expert Systems with Applications
Expert Systems with Applications 工程技术-工程:电子与电气
CiteScore
13.80
自引率
10.60%
发文量
2045
审稿时长
8.7 months
期刊介绍: Expert Systems With Applications is an international journal dedicated to the exchange of information on expert and intelligent systems used globally in industry, government, and universities. The journal emphasizes original papers covering the design, development, testing, implementation, and management of these systems, offering practical guidelines. It spans various sectors such as finance, engineering, marketing, law, project management, information management, medicine, and more. The journal also welcomes papers on multi-agent systems, knowledge management, neural networks, knowledge discovery, data mining, and other related areas, excluding applications to military/defense systems.
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