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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

Note: the dataset is imbalanced and SMOTE wasn't apply.

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Metrics

Algorithm Precision Recall F1-score Accuracy
Boosting Machine(SnapML) 96% 97% 96.18% 97%

Classification report and Confusion matrix:

image

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 Revenue

For more on the features please follow the link: UCI Machine Learning, Kaggle