Huaming du (69 risultati)

Condizione: New.

Condizione: New. In English.

Condizione: New.

Taschenbuch. Condizione: Neu. Enterprise Risk Prediction and Interpretability Research Based on GNNs | Huaming Du | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2024 | LAP LAMBERT Academic Publishing | EAN 9783659941672 | Verantwortliche Person für die EU: OmniScriptum GmbH & Co. KG, Bahnhofstr. 28, 66111 Saarbrücken, info[at]akademikerverlag[dot]de | Anbieter: preigu. …

Condizione: New.

Taschenbuch. Condizione: Neu. Prédiction du risque d'entreprise et recherche d'interprétabilité basées sur les GNNs | Huaming Du | Taschenbuch | Französisch | 2025 | Editions Notre Savoir | EAN 9786136345697 | Verantwortliche Person für die EU: SIA OmniScriptum Publishing, Brivibas Gatve 197, 1039 RIGA, LETTLAND, customerservice[at]vdm-vsg[dot]de | Anbieter: preigu.…

Condizione: New.

Condizione: New.

Condizione: New.

Condizione: New.

Condizione: New.

Taschenbuch. Condizione: Neu. Przewidywanie ryzyka korporacyjnego i badanie interpretowalno¿ci w oparciu o GNN | Huaming Du | Taschenbuch | Polnisch | 2025 | Wydawnictwo Nasza Wiedza | EAN 9786136346069 | Verantwortliche Person für die EU: SIA OmniScriptum Publishing, Brivibas Gatve 197, 1039 RIGA, LETTLAND, customerservice[at]vdm-vsg[dot]de | Anbieter: preigu. …

Taschenbuch. Condizione: Neu. Previsão do risco empresarial e investigação da interpretabilidade com base em GNNs | Huaming Du | Taschenbuch | Portugiesisch | 2025 | Edições Nosso Conhecimento | EAN 9786136346250 | Verantwortliche Person für die EU: SIA OmniScriptum Publishing, Brivibas Gatve 197, 1039 RIGA, LETTLAND, customerservice[at]vdm-vsg[dot]de | Anbieter: preigu. …

Taschenbuch. Condizione: Neu. Ricerca sulla predizione e sull'interpretabilità del rischio d'impresa basata sui GNN | Huaming Du | Taschenbuch | Italienisch | 2025 | Edizioni Sapienza | EAN 9786136345819 | Verantwortliche Person für die EU: SIA OmniScriptum Publishing, Brivibas Gatve 197, 1039 RIGA, LETTLAND, customerservice[at]vdm-vsg[dot]de | Anbieter: preigu. …

Condizione: New.

Condizione: New.

Condizione: New.

Condizione: New.

Taschenbuch. Condizione: Neu. Forschung zur Vorhersage und Interpretierbarkeit von Unternehmensrisiken auf der Grundlage von GNNs | Huaming Du | Taschenbuch | 100 S. | Deutsch | 2025 | Verlag Unser Wissen | EAN 9786136345161 | Verantwortliche Person für die EU: SIA OmniScriptum Publishing, Brivibas Gatve 197, 1039 RIGA, LETTLAND, customerservice[at]vdm-vsg[dot]de | Anbieter: preigu.…

PAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

PAP. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 140 pp. Englisch.

Condizione: New. Print on Demand.

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book integrates corporate financial risk research with graph neural network (GNN) technology to address the challenges of analyzing complex financial data and the interconnections between enterprises. It explores three key areas: 1. Dynamic Graph Representation: A framework for learning dynamic graph representations based on structural roles is proposed, capturing temporal evolution and global topological dependencies, marking the first use of recurrent learning in this context.2. Momentum Spillover Effects: A dual GNN algorithm is introduced to model the dynamic, complex inter-enterprise relationships and momentum spillover effects, offering a new approach to analyzing their impact on securities market volatility.3. Financial Risk Interpretability: To overcome the black-box nature of deep learning models, a heterogeneous GNN framework is developed to generate evidence subgraphs that reveal internal and external factors affecting enterprise financial risk, enhancing model transparency. Experimental results validate the proposed methods, showing improvements across multiple tasks, while also significantly enhancing model interpretability with faster inference times. …

Condizione: New. PRINT ON DEMAND.

PAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

PAP. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 96 pp. Spanisch.

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book integrates corporate financial risk research with graph neural network (GNN) technology to address the challenges of analyzing complex financial data and the interconnections between enterprises. It explores three key areas: 1. Dynamic Graph Representation: A framework for learning dynamic graph representations based on structural roles is proposed, capturing temporal evolution and global topological dependencies, marking the first use of recurrent learning in this context.2. Momentum Spillover Effects: A dual GNN algorithm is introduced to model the dynamic, complex inter-enterprise relationships and momentum spillover effects, offering a new approach to analyzing their impact on securities market volatility.3. Financial Risk Interpretability: To overcome the black-box nature of deep learning models, a heterogeneous GNN framework is developed to generate evidence subgraphs that reveal internal and external factors affecting enterprise financial risk, enhancing model transparency. Experimental results validate the proposed methods, showing improvements across multiple tasks, while also significantly enhancing model interpretability with faster inference times.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 140 pp. Englisch. …

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Este libro integra la investigación del riesgo financiero corporativo con la tecnología de redes neuronales gráficas (GNN) para abordar los retos del análisis de datos financieros complejos y las interconexiones entre empresas. Explora tres áreas clave: 1. Representación dinámica de grafos: Se propone un marco para el aprendizaje de representaciones gráficas dinámicas basadas en roles estructurales, capturando la evolución temporal y las dependencias topológicas globales, marcando el primer uso del aprendizaje recurrente en este contexto.2. Efectos de desbordamiento del impulso: Se introduce un algoritmo GNN dual para modelizar las dinámicas y complejas relaciones entre empresas y los efectos de desbordamiento del impulso, ofreciendo un nuevo enfoque para analizar su impacto en la volatilidad del mercado de valores.3. Interpretabilidad del riesgo financiero: Para superar la naturaleza de caja negra de los modelos de aprendizaje profundo, se desarrolla un marco GNN heterogéneo para generar subgrafos de evidencia que revelan los factores internos y externos que afectan al riesgo financiero empresarial, mejorando la transparencia del modelo.…