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In this work, we focus on the task of predicting new interactions in the network of bank clients and treat it as a link prediction problem. We propose a new graph neural network model, which uses not only the topological structure of the network but rich time-series data available for the graph nodes and edges. We evaluate the developed method using the data provided by a large European bank for several years. The proposed model outperforms the existing approaches, including other neural network models, with a significant gap in ROC AUC score on link prediction problem and also allows to improve the quality of credit scoring.<\/jats:p>","DOI":"10.1007\/s41060-021-00247-3","type":"journal-article","created":{"date-parts":[[2021,3,4]],"date-time":"2021-03-04T11:02:55Z","timestamp":1614855775000},"page":"135-145","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":18,"title":["Linking bank clients using graph neural networks powered by rich transactional data"],"prefix":"10.1007","volume":"12","author":[{"given":"Valentina","family":"Shumovskaia","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-0363-9195","authenticated-orcid":false,"given":"Kirill","family":"Fedyanin","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Ivan","family":"Sukharev","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Dmitry","family":"Berestnev","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Maxim","family":"Panov","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"297","published-online":{"date-parts":[[2021,3,4]]},"reference":[{"key":"247_CR1","doi-asserted-by":"publisher","first-page":"211","DOI":"10.1016\/S0378-8733(03)00009-1","volume":"25","author":"LA Adamic","year":"2001","unstructured":"Adamic, L.A., Adar, E.: Friends and neighbors on the web. 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