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https://github.com/kmohamedalie/taiwenese-bankruptcy-prediction
Prediction bankruptcy of Taiwanese bank in the years 1999 to 2009.
https://github.com/kmohamedalie/taiwenese-bankruptcy-prediction
banking bankruptcy-prediction classification creditcard finance gradient-boosting machine-learning random-forest snapml
Last synced: 6 days ago
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Prediction bankruptcy of Taiwanese bank in the years 1999 to 2009.
- Host: GitHub
- URL: https://github.com/kmohamedalie/taiwenese-bankruptcy-prediction
- Owner: Kmohamedalie
- License: mit
- Created: 2023-08-14T11:34:31.000Z (over 1 year ago)
- Default Branch: master
- Last Pushed: 2023-08-20T10:53:56.000Z (about 1 year ago)
- Last Synced: 2023-08-20T11:56:02.673Z (about 1 year ago)
- Topics: banking, bankruptcy-prediction, classification, creditcard, finance, gradient-boosting, machine-learning, random-forest, snapml
- Language: Jupyter Notebook
- Homepage: https://github.com/Kmohamedalie/Taiwenese-Bankruptcy-Prediction
- Size: 5.04 MB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 1
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
# Taiwenese Bankruptcy Prediction using IBM SnapML
The data were collected from the Taiwan Economic Journal for the years 1999 to 2009. Company bankruptcy
was defined based on the business regulations of the Taiwan Stock Exchange.**Task:** is to predict whether a bank will go bankrupt or not (classical classification Task).
**Data:** UCI Machine Learning, Kaggle**Complete JupyterNotebook:** [Link](https://github.com/Kmohamedalie/Taiwenese-Bankruptcy-Prediction/blob/master/Notebook/Taiwan%20Bankruptcy%20-%20SnapML(Random%20Forest%20vs%20Boosting%20Machine).ipynb)
**Note:** the dataset is imbalanced and [SMOTE](https://imbalanced-learn.org/stable/references/generated/imblearn.over_sampling.SMOTE.html) wasn't apply.
![image](https://github.com/Kmohamedalie/Taiwenese-Bankruptcy-Prediction/assets/63104472/e9e35778-f316-49f7-a55e-93443d39c9bb)
### **Metrics**
| Algorithm | Precision | Recall | F1-score | Accuracy |
|-----------|-----------|--------|----------|----------|
| Boosting Machine(SnapML) | 96% | 97% | 96.18% | 97% |
### **Classification report and Confusion matrix:**
![image](https://github.com/Kmohamedalie/Taiwenese-Bankruptcy-Prediction/assets/63104472/8673de7d-d483-4499-b3dc-e1462ffcb5ce)
### **Additional Information about the dataset**
The first attribute is the class lable.
X1 Cost of Interest-bearing Debt
X2 Cash Reinvestment Ratio
X3 Current Ratio
X4 Acid Test
X5 Interest Expenses/Total RevenueFor more on the features please follow the link: UCI Machine Learning, Kaggle