Exploring Graph Neural Networks

[ijyliu]

Move towards implementing the graph neural network, in combination with firm names, as in the original paper

[ijyliu]

Update:

computed doc2vec embeddings to begin to find linkages between firms installed and set-up autogluon autoML, achieving ~95% accuracy on test data right out of the box (though this is a fairly easy task since the prior fixed quarter date credit rating was used and 88% of the time there is no change)

[ijyliu]

foundational steps for the graph neural network:

network of firms (doc2vec similarity, or what I am attempting with NER firm mentions)

reread paper and implement code

autogluon

[ijyliu]

working prototype network