Machine learning models and bankruptcy prediction

作者：

Highlights：

• Machine learning models show improved bankruptcy prediction accuracy over traditional models.

• Various models were tested using different accuracy metrics.

• Boosting, bagging, and random forest models provide better results.

摘要

•Machine learning models show improved bankruptcy prediction accuracy over traditional models.•Various models were tested using different accuracy metrics.•Boosting, bagging, and random forest models provide better results.

论文关键词：Bankruptcy prediction,Machine learning,Support vector machines,Boosting,Bagging,Random forest,C45,C52,C63,G33,L25

论文评审过程：Received 22 September 2015, Revised 4 March 2017, Accepted 3 April 2017, Available online 10 April 2017, Version of Record 10 May 2017.

论文官网地址：https://doi.org/10.1016/j.eswa.2017.04.006