Abstract:
While major commercial banks have been providing various business loans,the risk of loan fraud has arisen at the same time.In order to overcome this challenge,an anti-fraud model was proposed based on the full-scale enterprise portrait and enterprise relation graph.By integrating multi-source information to form a concrete enterprise profile,and quantifying the interactions among enterprise entities,the fraud risk of new SMEs’loan applications could be quantitatively evaluated.Experiments show that compared with purely considering enterprise’s attributes,the additional use of relational information contributes a 5% increase in the AUC of the test set,which is more helpful for banking institutions to accurately assess the corporate fraud risk.
Key words:
anti-fraud,enterprise portrait,
relation graph
关系的提取与构建"
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关系
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表示
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说明
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|
企业与个人的对应关系
|
|
C
1
,C
2
∈(企业)，C
1
≠C
2
P∈(个人) r
1
,r
2
∈(干系人关系)
|
|
企业干系人与企业干系人的对应关系
|
|
C
1
,C
2
∈(企业)，C
1
≠C
2
P
1
,P
2
∈(个人)，P
1
≠P
2
r
1
,r
2
∈(干系人关系) r
3
∈(亲属关系)
|
|
企业与相关属性的对应关系
|
|
C
1
,C
2
∈(企业),C
1
≠C
2
Attr_c∈(企业属性) r
4
∈(企业属性拥有关系)
|
|
企业干系人与相关属性的对应关系
|
|
C
1
,C
2
∈(企业),C
1
≠C
2
P
1
,P
2
∈(个人),P
1
≠P
2
Attr_p∈(干系人属性) r
1
,r
2
∈(干系人关系) r
5
,r
6
∈(干系人拥有属性关系)
|
|
企业与企业的对应关系
|
|
C
1
,C
2
,C
3
∈(企业),C
1
≠C
2
≠C
3
r
7
∈(担保关系)
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