Computational Intelligence and Neuroscience

Research Article

A Meta-Path-Based Evaluation Method for Enterprise Credit Risk

Table 1

Summary of feature types used for SMEs credit risk evaluation.
WorkYearFeaturesFeature type
Edmister [4]197219 accounting ratiosFinancial information
Altman and Sabato [5]200717 accounting ratiosFinancial information
Chen et al. [23]2010Current liability, equity, asset, and closing stock priceFinancial information
Psillaki et al. [10]2010Preinterest, pretax operating surplus/total assets, tangible assets/total assets, intangible assets/total assets, net growth, firm size, and managers backgroundFinancial and nonfinancial information
Altman et al. [7]201331 accounting ratios and 10 credit related variablesFinancial and nonfinancial information
Hajek and Michalak [6]2013Enterprise size, enterprise reputation, profitability ratios, asset structure, business situation, market value ratios, and working experienceFinancial and nonfinancial information
Moro and Fink [13]2013Economic and social environment, enterprise characteristics, and characteristics of the relationships between the loan manager and the SME managerFinancial and nonfinancial information
Angilella and Mazzù [24]2015Intangible assets/fixed assets, R&D/sales, ROA, short-term debt/equity, cash/total asset, development risk, production risk, technological risk, and market riskQuantitative, financial, and nonfinancial information
Cultrera and Brédart [25]2016Current ratio, return on operating assets before depreciation, global degree of financial independence, proportion of gross value assed allocated to tax expenses, cash flow/total debt, business sector, enterprise size, and enterprise ageFinancial and nonfinancial information
Gupta and Gregoriou [26]2017EBITDATA, taxes/total assets, total liability/total assets, short-term debt/equity book value, market-to-book ratio, excess return, standard deviation of past three months daily return, and price per shareFinancial and nonfinancial information
Tsai and Wang [18]2017News informationTextual information
Letizia and Lillo [20]2017Enterprise payment relationRelational information
Tobback et al. [21]2017Enterprise common shareholders and directors’ relationRelational information
Yin et al. [19]2020Current ratio, quick ratio, debt asset ratio, receivables turnover ratio, total asset turnover, operating profit ratio, missing ratio, enterprise age, registered capital, enterprise location, number of shareholders, number of insured, number of patents, and enterprise legal judgmentFinancial, nonfinancial and textual information
Kou et al. [22]2020Basic enterprise information, managers/shareholders information, payment, and transactional informationFinancial, nonfinancial and relational information