Research Article
Deep Learning Based on Hierarchical Self-Attention for Finance Distress Prediction Incorporating Text
Table 3
Evaluation of models on 48 financial ratios.
| ā | ā | AUC | Precision | Recall | F1-score | F2-score |
| FIN | LR | 0.6768 | 0.8450 | 0.372 | 0.5166 | 0.4189 | SVM | 0.7506 | 0.7768 | 0.5465 | 0.6416 | 0.5809 | XGB | 0.8023 | 0.7222 | 0.6802 | 0.7006 | 0.6882 | RF | 0.7829 | 0.7448 | 0.6279 | 0.6814 | 0.6482 | ANN | 0.7337 | 0.644 | 0.5581 | 0.5980 | 0.5734 | AdaBoost | 0.7933 | 0.7604 | 0.6453 | 0.6981 | 0.6654 |
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