An end‑to‑end multi‑source heterogeneous data fusion and spatiotemporal graph convolutional network for enterprise financial crisis early warning

In the early warning of enterprise financial crisis, the difficulty of multi-source heterogeneous data fusion and the complexity of risk transmission effect modeling are the key challenges. To this end, this study proposes an end-to-end deep learning framework named MFGCN to achieve accurate early warning. This paper proposes an MFGCN model that fuses a multi-source heterogeneous data fusion module (using a GNN-based pattern alignment and attention weighting mechanism) and a spatiotemporal graph convolution early warning module (combining R-GCN and GRU to capture spatiotemporal dependencies). On a multi-source dataset covering 15,000 companies around the world, the model achieved an accuracy of 89.1%, an F1-score of 0.862, and an AUC value of 0.896, significantly outperforming the baseline models. Moreover, the model shows excellent robustness (performance degradation under noise is only 4.2%), long-term predictive capability (maintaining an AUC of 0.861 at a lead time of Δ=4 quarters) and domain generalization (no domain performance degradation < 4.52% is seen). The conclusion shows that the MFGCN framework provides an efficient and reliable solution for enterprise financial crisis early warning through end-to-end fusion, multi-relationship risk transmission modeling, and a dynamic adaptive mechanism. Its core contribution is to realize end-to-end learning from raw multi-source data to accurate early warning. Although the computational complexity is high, it points out the direction of optimizing efficiency and introducing federated learning for subsequent research.

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Publication Details

Journal
Discover Artificial Intelligence
Published
2026-10-13
DOI
https://doi.org/10.1007/s44163-026-02453-z
Primary Topic
Financial Distress and Bankruptcy Prediction
Type
article
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article

An end‑to‑end multi‑source heterogeneous data fusion and spatiotemporal graph convolutional network for enterprise financial crisis early warning

Yang Qu
Discover Artificial Intelligence
Financial Distress and Bankruptcy Prediction
article

An end‑to‑end multi‑source heterogeneous data fusion and spatiotemporal graph convolutional network for enterprise financial crisis early warning

Yang Qu
article en

Abstract

In the early warning of enterprise financial crisis, the difficulty of multi-source heterogeneous data fusion and the complexity of risk transmission effect modeling are the key challenges. To this end, this study proposes an end-to-end deep learning framework named MFGCN to achieve accurate early warning. This paper proposes an MFGCN model that fuses a multi-source heterogeneous data fusion module (using a GNN-based pattern alignment and attention weighting mechanism) and a spatiotemporal graph convolution early warning module (combining R-GCN and GRU to capture spatiotemporal dependencies). On a multi-source dataset covering 15,000 companies around the world, the model achieved an accuracy of 89.1%, an F1-score of 0.862, and an AUC value of 0.896, significantly outperforming the baseline models. Moreover, the model shows excellent robustness (performance degradation under noise is only 4.2%), long-term predictive capability (maintaining an AUC of 0.861 at a lead time of Δ=4 quarters) and domain generalization (no domain performance degradation < 4.52% is seen). The conclusion shows that the MFGCN framework provides an efficient and reliable solution for enterprise financial crisis early warning through end-to-end fusion, multi-relationship risk transmission modeling, and a dynamic adaptive mechanism. Its core contribution is to realize end-to-end learning from raw multi-source data to accurate early warning. Although the computational complexity is high, it points out the direction of optimizing efficiency and introducing federated learning for subsequent research.

Discover Artificial IntelligenceVol. 6(1)
Henan Institute of Technology (CN)
Openalex Percentile: Top 4%
Financial Distress and Bankruptcy Prediction
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