Research on Dynamic Hyperparameter Optimization Algorithm for University Financial Risk Early Warning Based on Multi-Objective Bayesian Optimization
Financial sustainability in higher education is increasingly fragile due to policy shifts, rising costs, and funding volatility. Legacy early-warning systems based on static thresholds or rules struggle to adapt to these dynamics and often overlook fairness and interpretability—two essentials in public-sector governance. We propose a university financial risk early-warning framework that couples a causal-attention Transformer with Multi-Objective Bayesian Optimization (MBO). The optimizer searches a constrained Pareto frontier to jointly improve predictive accuracy (AUC↑), fairness (demographic parity gap, DP_Gap↓), and computational efficiency (time↓). A sparse kernel surrogate (SKO) accelerates convergence in high-dimensional tuning; a dual-head output (risk probability and health score) and SHAP-based attribution enhance transparency and regulatory alignment. On multi-year, multi-institution data, the approach surpasses mainstream baselines in AUC, reduces DP_Gap, and yields expert-consistent explanations. Methodologically, the design aligns with LLM-style time-series forecasting by exploiting causal masking and long-range dependencies while providing governance-oriented explainability. The framework delivers earlier, data-driven signals of financial stress, supporting proactive resource allocation, funding restructuring, and long-term planning in higher education finance.
Authors
- Nur Fazidah Elias (ORCID: https://orcid.org/0000-0002-3509-9704)
- Ruzzakiah Jenal (ORCID: https://orcid.org/0000-0002-8888-6082)
- Yazrina Yahya (ORCID: https://orcid.org/0000-0002-7605-8212)
- Chao Yu
Institutions
- National University of Malaysia (MY)
Publication Details
- Journal
- Forecasting
- Published
- 2025-10-22
- DOI
- https://doi.org/10.3390/forecast7040061
- Primary Topic
- Anomaly Detection Techniques and Applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00