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Record W4416581494 · doi:10.4018/joeuc.393390

Bayesian-Based Green Financial Risk Modeling With Fuzzy Logic and Attention-Driven Feature Selection

2025· article· ng· W4416581494 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueJournal of Organizational and End User Computing · 2025
Typearticle
Languageng
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsMcGill University
Fundersnot available
KeywordsInterpretabilityFeature selectionFuzzy logicFeature (linguistics)Bayesian networkKey (lock)Selection (genetic algorithm)Focus (optics)

Abstract

fetched live from OpenAlex

Accurate risk assessment is essential for advancing sustainable finance and supporting low-carbon growth. Existing methods struggle to capture complex temporal dynamics, manage uncertainty, and select key features from heterogeneous data. To address these challenges, this paper proposes GreenRiskNet, a Bayesian framework integrating three components: TimesNet for multi-scale temporal feature extraction, a fuzzy Bayesian network to represent uncertainty in green finance data, and TabNet's attention-based feature selection to enhance interpretability and focus on predictive factors. Experiments on the Climate Bonds Initiative and Yahoo Finance datasets show GreenRiskNet outperforms baselines, achieving up to 9.5% accuracy and 8.3% F1-score improvements. These results demonstrate the model's effectiveness in robustly predicting green financial risks. This work provides a practical, interpretable tool aiding institutions and policymakers in sustainable financial decisions.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.003
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.542
Threshold uncertainty score0.777

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.002
Science and technology studies0.0010.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.023
GPT teacher head0.300
Teacher spread0.276 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it