On the combination of graph data for assessing thin-file borrowers' creditworthiness

Ricardo Muñoz-Cancino, Cristián Bravo, Sebastián A. Ríos, Manuel Graña

Abstract: Highlights•We propose a new framework to combine graph representation learning methods.•The proposed model overperforms the traditional methods to incorporate graph data.•Graph data enhance creditworthiness-assessment performance.•Graph data contribute the most to improving unbanked business credit assessment.