Performative Drift is a special type of Concept Drift that occurs when a model's predictions influence the future instances the model will encounter. In these settings, retraining is not always feasible. In this work, we instead focus on drift understanding as a method for creating drift-resistant classifiers. To achieve this, we introduce the Generative Domain Adversarial Network (GDAN) which combines both Domain and Generative Adversarial Networks. Using GDAN, domain-invariant representations of incoming data are created and a generative network is used to reverse the effects of performative drift. Using semi-real and synthetic data generators, we empirically evaluate GDAN's ability to provide drift-resistant classification. Initial results are promising with GDAN limiting performance degradation over several timesteps. Additionally, GDAN's generative network can be used in tandem with other models to limit their performance degradation in the presence of performative drift. Lastly, we highlight the relationship between model retraining and the unpredictability of performative drift, providing deeper insights into the challenges faced when using traditional Concept Drift mitigation strategies in the performative setting.

Enterprise credit assessment is critical for evaluating financial risk, and Graph Neural Networks (GNNs), with their advanced capability to model inter-entity relationships, are a natural tool to get a deeper understanding of these financial networks. However, existing GNN-based methodologies predominantly emphasize entity-level attention mechanisms for contagion risk aggregation, often overlooking the heterogeneous importance of different feature dimensions, thus falling short in adequately modeling credit risk levels. To address this issue, we propose a novel architecture named Graph Dimension Attention Network (GDAN), which incorporates a dimension-level attention mechanism to capture fine-grained risk-related characteristics. Furthermore, we explore the interpretability of the GNN-based method in financial scenarios and propose a simple but effective data-centric explainer for GDAN, called GDAN-DistShift. DistShift provides edge-level interpretability by quantifying distribution shifts during the message-passing process. Moreover, we collected a real-world, multi-source Enterprise Credit Assessment Dataset (ECAD) and have made it accessible to the research community since high-quality datasets are lacking in this field. Extensive experiments conducted on ECAD demonstrate the effectiveness of our methods. In addition, we ran GDAN on the well-known datasets SMEsD and DBLP, also with excellent results.