Deep Learning Based on Hierarchical Self-Attention for Finance Distress Prediction Incorporating Text

Table 3

Evaluation of models on 48 financial ratios.

		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