• The Journal of Society for e-Business Studies
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• v.23 no.1
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• pp.37-45
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• 2018

The current system upon which a variety of programs are in operation has continuously expanded its domain from conventional single-core and multi-core system to many-core and heterogeneous system. However, existing researches have focused mostly on parallelizing programs based CUDA framework and rarely on AMD based GCN-GPU optimization. In light of the aforementioned problems, our study focuses on the optimization techniques of the GCN architecture in a GPGPU environment and achieves a performance improvement. Specifically, by using performance techniques we propose, we have reduced more then 30% of the computation time of matrix multiplication and convolution algorithm in GPGPU. Also, we increase the kernel throughput by more then 40%.

• Journal of Intelligence and Information Systems
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• v.29 no.3
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• pp.419-437
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• 2023

As the number of thin filers in Korea surpasses 12 million, there is a growing interest in enhancing the accuracy of assessing their credit default risk to generate additional revenue. Specifically, researchers are actively pursuing the development of default prediction models using machine learning and deep learning algorithms, in contrast to traditional statistical default prediction methods, which struggle to capture nonlinearity. Among these efforts, Graph Neural Network (GNN) architecture is noteworthy for predicting default in situations with limited data on thin filers. This is due to their ability to incorporate network information between borrowers alongside conventional credit-related data. However, prior research employing graph neural networks has faced limitations in effectively handling diverse categorical variables present in credit information. In this study, we introduce the Transformer embedded Graph Convolutional Network (TeGCN), which aims to address these limitations and enable effective default prediction for thin filers. TeGCN combines the TabTransformer, capable of extracting contextual information from categorical variables, with the Graph Convolutional Network, which captures network information between borrowers. Our TeGCN model surpasses the baseline model's performance across both the general borrower dataset and the thin filer dataset. Specially, our model performs outstanding results in thin filer default prediction. This study achieves high default prediction accuracy by a model structure tailored to characteristics of credit information containing numerous categorical variables, especially in the context of thin filers with limited data. Our study can contribute to resolving the financial exclusion issues faced by thin filers and facilitate additional revenue within the financial industry.