Table 3. Results after random... | Emerald Publishing

Table 3.

Results after random undersampling application

Method	Accuracy	Specificity	Precision	Recall	F1-score	AUC
Panel A – Random undersampling: financial ratios as input variables (15 features)
RF	0.86	0.87	0.87	0.86	0.86	0.94
GBT	0.85	0.85	0.85	0.86	0.85	0.93
DT	0.83	0.84	0.84	0.82	0.83	0.91
LR	0.76	0.71	0.74	0.82	0.78	0.84
SVM	0.73	0.72	0.72	0.73	0.73	N.A.
Panel B – Random undersampling: raw data of financial ratios as input variables (45 features)
RF	0.94	0.93	0.93	0.94	0.94	0.98
GBT	0.92	0.94	0.93	0.91	0.92	0.98
DT	0.90	0.91	0.91	0.89	0.90	0.96
LR	0.81	0.94	0.92	0.68	0.78	0.90
SVM	0.75	0.95	0.92	0.55	0.69	N.A.
Panel C – Random undersampling: raw data as input variables (215 features)
RF	0.98	0.98	0.98	0.99	0.98	0.99
GBT	0.96	0.97	0.97	0.95	0.96	0.99
DT	0.96	0.97	0.97	0.95	0.96	0.99
LR	0.88	0.95	0.94	0.81	0.87	0.94
SVM	0.86	0.96	0.95	0.76	0.84	N.A.

Method	Accuracy	Specificity	Precision	Recall	F1-score	AUC
Panel A – Random undersampling: financial ratios as input variables (15 features)
RF	0.86	0.87	0.87	0.86	0.86	0.94
GBT	0.85	0.85	0.85	0.86	0.85	0.93
DT	0.83	0.84	0.84	0.82	0.83	0.91
LR	0.76	0.71	0.74	0.82	0.78	0.84
SVM	0.73	0.72	0.72	0.73	0.73	N.A.
Panel B – Random undersampling: raw data of financial ratios as input variables (45 features)
RF	0.94	0.93	0.93	0.94	0.94	0.98
GBT	0.92	0.94	0.93	0.91	0.92	0.98
DT	0.90	0.91	0.91	0.89	0.90	0.96
LR	0.81	0.94	0.92	0.68	0.78	0.90
SVM	0.75	0.95	0.92	0.55	0.69	N.A.
Panel C – Random undersampling: raw data as input variables (215 features)
RF	0.98	0.98	0.98	0.99	0.98	0.99
GBT	0.96	0.97	0.97	0.95	0.96	0.99
DT	0.96	0.97	0.97	0.95	0.96	0.99
LR	0.88	0.95	0.94	0.81	0.87	0.94
SVM	0.86	0.96	0.95	0.76	0.84	N.A.