Volume 16 Number 6 (Nov. 2021)
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JSW 2021 Vol.16(6): 259-266 ISSN: 1796-217X
doi: 10.17706/jsw.16.6.259-266

Adversarial Semi-supervised Learning for Corporate Credit Ratings

Bojing Feng1,2, Wenfang Xue1*
1Center for Research on Intelligent Perception and Computing, National Laboratory of Pattern Recognition, Institute of Automation, Chinese Academy of Science, Beijing,China.
2School of Artificial Intelligence, University of Chinese Academic of Science, China.


Abstract—Corporate credit rating is an analysis of credit risks withina corporation, which plays a vital role during the management of financial risk. Traditionally, the rating assessment process based on the historical profile of corporation is usually expensive and complicated, which often takes months. Therefore, most of the corporations, duetothelack in money and time, can’t get their own credit level. However, we believe that although these corporations haven’t their credit rating levels (unlabeled data), this big data contains useful knowledgeto improve credit system. In this work, its major challenge lies in how to effectively learn the knowledge from unlabeled data and help improve the performance of the credit rating system. Specifically, we consider the problem of adversarial semi-supervised learning (ASSL) for corporate credit rating which has been rarely researched before. A novel framework adversarial semi-supervised learning for corporate credit rating (ASSL4CCR) which includes two phases is proposed to address these problems. In the first phase, we train a normal rating system via a machine-learning algorithm to give unlabeled data pseudo rating level. Then in the second phase, adversarial semi-supervised learning is applied uniting labeled data and pseudo-labeleddatato build the final model. To demonstrate the effectiveness of the proposed ASSL4CCR, we conduct extensive experiments on the Chinese public-listed corporate rating dataset, which proves that ASSL4CCR outperforms the state-of-the-art methods consistently.

Index Terms—Adversarial learning, corporate credit ratings, financialrisk, semi-supervised learning

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Cite: Bojing Feng, Wenfang Xue, "Adversarial Semi-supervised Learning for Corporate Credit Ratings," Journal of Software vol. 16, no. 6, pp. 259-266, 2021.

 

Copyright © 2021 by the authors. This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited (CC BY 4.0)

General Information

ISSN: 1796-217X (Online)
Frequency:  Bimonthly (Since 2020)
Editor-in-Chief: Prof. Antanas Verikas
Executive Editor: Ms. Yoyo Y. Zhou
Abstracting/ Indexing: DBLP, EBSCO, Google Scholar, ProQuest, INSPEC(IET), ULRICH's Periodicals Directory, WorldCat, etc
E-mail: jsw@iap.org
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