Table 1. Main methods results Method... | Emerald Publishing

Table 1.

Main methods results

Method	Accuracy	Specificity	Precision	Recall	F1-score	AUC
Panel A – Unbalanced data set: financial ratios as input variables (15 features)
RF	0.90	0.96	0.90	0.75	0.82	0.95
GBT	0.86	0.87	0.84	0.82	0.83	0.93
DT	0.84	0.87	0.83	0.78	0.80	0.91
LR	0.77	0.73	0.74	0.80	0.77	0.85
SVM	0.73	0.77	0.74	0.68	0.70	N.A.^[2]
Panel B – Unbalanced data set: raw data of financial ratios as input variables (45 features)
RF	0.94	0.95	0.94	0.92	0.93	0.98
GBT	0.93	0.95	0.93	0.89	0.91	0.98
DT	0.91	0.93	0.90	0.87	0.89	0.96
LR	0.82	0.96	0.92	0.59	0.71	0.90
SVM	0.76	0.96	0.92	0.45	0.58	N.A.
Panel C – Unbalanced data set: raw data as input variables (215 features)
RF	0.98	0.99	0.98	0.90	0.94	0.99
GBT	0.97	0.98	0.97	0.89	0.92	0.99
DT	0.96	0.99	0.89	0.77	0.83	0.97
LR	0.90	0.97	0.93	0.72	0.80	0.94
SVM	0.88	0.97	0.93	0.62	0.73	N.A.

Method	Accuracy	Specificity	Precision	Recall	F1-score	AUC
Panel A – Unbalanced data set: financial ratios as input variables (15 features)
RF	0.90	0.96	0.90	0.75	0.82	0.95
GBT	0.86	0.87	0.84	0.82	0.83	0.93
DT	0.84	0.87	0.83	0.78	0.80	0.91
LR	0.77	0.73	0.74	0.80	0.77	0.85
SVM	0.73	0.77	0.74	0.68	0.70	N.A.[2]
Panel B – Unbalanced data set: raw data of financial ratios as input variables (45 features)
RF	0.94	0.95	0.94	0.92	0.93	0.98
GBT	0.93	0.95	0.93	0.89	0.91	0.98
DT	0.91	0.93	0.90	0.87	0.89	0.96
LR	0.82	0.96	0.92	0.59	0.71	0.90
SVM	0.76	0.96	0.92	0.45	0.58	N.A.
Panel C – Unbalanced data set: raw data as input variables (215 features)
RF	0.98	0.99	0.98	0.90	0.94	0.99
GBT	0.97	0.98	0.97	0.89	0.92	0.99
DT	0.96	0.99	0.89	0.77	0.83	0.97
LR	0.90	0.97	0.93	0.72	0.80	0.94
SVM	0.88	0.97	0.93	0.62	0.73	N.A.