Design of a Deep Learning Credit Risk Early Warning System Integrating Multi-source Heterogeneous Data
Advancements in data fusion and real-time analytics technologies have opened new avenues for addressing complex domain challenges. Financial risk early warning systems often suffer from inefficiency due to information silos and monitoring delays. This paper proposes a credit risk early warning system based on heterogeneous information fusion. The system employs a model architecture integrating deep neural networks and attention mechanisms to extract multidimensional features from diverse data sources such as transaction behaviors and social networks, thereby establishing an early identification mechanism for corporate and individual credit risks. System testing demonstrates that this appr...
| Authors | LiYang Wang, Zhen Zhong, Zhen Tian et al. |
|---|---|
| Primary category | cs.AI |
| Published | 14 September 2026 |
| Last updated at source | 14 September 2026 |
Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 17 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.