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

Table 4

Evaluation of models on both 48 financial ratios and text.

		AUC	Precision	Recall	F1-score	F2-score
FIN + BOW	LR	0.7203	0.8515	0.4826	0.6160	0.5284
	SVM	0.7729	0.8683	0.5258	0.6594	0.5708
	XGB	0.8115	0.7356	0.7035	0.7192	0.7097
	RF	0.7634	0.6357	0.6121	0.6237	0.6167
	ANN	0.7636	0.5720	0.6962	0.6280	0.6672
	AdaBoost	0.8071	0.7214	0.6860	0.7061	0.6986
FIN + TXT	BERT + HAN	0.8218	0.6656	0.7274	0.6951	0.7141