# Prediction of Bank Credit Ratings using Heterogeneous Topological Graph Neural Networks

arXiv: https://arxiv.org/abs/2506.06293 · HTML: https://mlsanity.com/paper/2506.06293/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 3 of its 16 references that are in the map.
- First posted on arXiv 17 May 2025.

## Builds on (most cited first, 3 of 3)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [A Comprehensive Survey on Graph Neural Networks](https://mlsanity.com/paper/1901.00596/) (2019)
- [A roadmap for the computation of persistent homology](https://mlsanity.com/paper/1506.08903/) (2015)

## Abstract (arXiv)

Agencies such as Standard & Poor's and Moody's provide bank credit ratings that influence economic stability and decision-making by stakeholders. Accurate and timely predictions support informed decision-making, regulatory actions, and investor protection. However, a complete interbank connection graph is often unavailable due to privacy concerns, complicating the direct application of Graph Neural Networks (GNNs) for rating prediction. our research utilizes persistent homology to construct a network that captures relationships among banks and combines this with a traditional lending network to create a heterogeneous network that integrates information from both sources, leading to improved predictions. Experiments on a global, real-world dataset validate the effectiveness of HTGNN. This research has implications for investors and regulatory bodies in enhancing proactive risk mitigation and the implementation of effective market interventions.The code can be find at https://github.com/Liu-Jun-Yi/HTGNN.