Graph-models-in-finance-application

Stock movement prediction

• Incorporating Corporation Relationship via Graph Convolutional Neural Networks for Stock Price Prediction (CIKM 2018) (Paper)
• Temporal Relational Ranking for Stock Prediction (ACM TOIS 2019) (Paper)(Code)
• Exploring Graph Neural Networks for Stock Market Predictions with Rolling Window Analysis (NIPS workshop 2019) (Paper)
• Using External Knowledge for Financial Event Prediction Based on Graph Neural Networks (CIKM 2019) (Paper)
• Modeling the Stock Relation with Graph Network for Overnight Stock Movement Prediction (IJCAI 2020)(Paper) (Code)
• Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations (EMNLP 2020) (Paper)
• VolTAGE: Volatility Forecasting via Text Audio Fusion with Graph Convolution Networks for Earnings Calls (EMNLP 2020)(Paper)
• Time-aware Graph Relational Attention Network for Stock Recommendation (CIKM 2020)(Paper)

Loan default risk detection

• Risk Assessment for Networked-guarantee Loans Using High-order Graph Attention Representation (IJCAI 2019) (Paper)
• Risk Guarantee Prediction in Networked-Loans (IJCAI 2020) (Paper)
• Loan Default Analysis with Multiplex Graph Learning (CIKM 2020) (Paper)
• Contagious Chain Risk Rating for Networked-guarantee Loans (KDD 2020) (Paper)
• Financial Risk Analysis for SMEs with Graph-based Supply Chain Mining (IJCAI 2020) (Paper)
• Financial Defaulter Detection on Online Credit Payment via Multi-view Attributed Heterogeneous Information Network (WWW 2020) (Paper)
• Explainable predictive business process monitoring using gated graph neural networks (Paper)
• Credit Risk and Limits Forecasting in E-Commerce Consumer Lending Service via Multi-view-aware Mixture-of-experts Nets (WSDM 2021) (Paper)
• Towards Consumer Loan Fraud Detection: Graph Neural Networks with Role-Constrained Conditional Random Field (AAAI 2021) (Paper)
• Graph convolutional network-based credit default prediction utilizing three types of virtual distances among borrowers (Expert Systems with Applications 2021) (Paper)

Recommender system of e-commerce

• Spam Review Detection with Graph Convolutional Networks (CIKM 2019) (Paper) (Code)
• Hierarchical Representation Learning for Bipartite Graphs (IJCAI 2019)(Paper)
• GCN-Based User Representation Learning for Unifying Robust Recommendation and Fraudster Detection (SIGIR 2020) (Paper) (Code)
• Enhancing Graph Neural Network-based Fraud Detectors against Camouflaged Fraudsters(CIKM 2020) (Paper) (Code)
• GCNEXT: graph convolutional network with expanded balance theory for fraudulent user detection (Social Network Analysis and Mining 2020)(Paper)
• Hierarchical Bipartite Graph Neural Networks: Towards Large-Scale E-commerce Applications (IEEE 2020) (Paper)

Fraud detection

• Heterogeneous Graph Neural Networks for Malicious Account Detection (CIKM 2018) (Paper) (Code)
• Uncovering Insurance Fraud Conspiracy with Network Learning (SIGIR 2019) (Paper)
• Auto-encoder based Graph Convolutional Networks for Online Financial Anti-fraud (IEEE 2019) (Paper)
• xFraud: Explainable Fraud Transaction Detection on Heterogeneous Graphs (Archive) (Paper)
• Heterogeneous Mini-Graph Neural Network and Its Application to Fraud Invitation Detection (IEEE ICDM 2020) (Paper) (Code)
• Anomaly Detection with Graph Convolutional Networks for Insider Threat and Fraud Detection (IEEE MILCOM 2019) (Paper)
• Geniepath: Graph neural networks with adaptive receptive paths (AAAI 2019) (Paper) (Code)
• GNN-based Graph Anomaly Detection with Graph Anomaly Loss (KDD 2020) (Paper)
• Suspicious Massive Registration Detection via Dynamic Heterogeneous Graph Neural Networks (AAAI workshop 2021) (Paper)

Others

• Fusing Global Domain Information and Local Semantic Information to Classify Financial Documents (CIKM 2020) (Paper) (Code)
• FinSense: An Assistant System for Financial Journalists and Investors (WSDM 2021) (Paper)
• Anti-Money Laundering in Bitcoin: Experimenting with Graph Convolutional Networks for Financial Forensics (KDD workshop 2019) (Paper) (Data)
• EvolveGCN: Evolving Graph Convolutional Networks for Dynamic Graphs (AAAI 2020) (Paper) (Code)
• BitcoinHeist: Topological Data Analysis for Ransomware Prediction on the Bitcoin Blockchain (IJCAI 2020) (Paper)