Bankruptcy-Prediction-using-Machine-Learning
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20 hours ago •
wangy8989
wangy8989
Using various machine learning models to predict whether a company will go bankrupt
Bankruptcy-Prediction-using-Machine-Learning
- Using various machine learning models (Gaussian Naïve Bayes, Logistic Regression, Support Vector Machine, Gradient Boosting Trees, Neural Networks) to predict whether a company will go bankrupt in the following years, based on 64 financial attributes of the company;
- Addressed the issue of imbalanced classes, different importance of each type of misclassification;
- Tune Parameters using Grid Search Cross Validation of best model GBM to achieve 0.96 accuracy, 0.62 recall and 0.77 f1 score;
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