Research on Risk Identification System Based on Random Forest Algorithm-High-Order Moment Model

Table 1

The information about each impact factor.

Index serial number	Index name	Index abbreviation	Factor dimension	Indicator meaning
1	Net profit rate of sales	NPR	Value factor	Profitability
2	Current ratio	CRT	Value factor	Solvency
3	Long-term debt ratio	LDR	Value factor	Solvency
4	Growth rate of earnings per share	EPS	Growth factor	Growth ability
5	Growth rate of total assets	TRR	Growth factor	Growth ability
6	Turnover of total assets	TRA	Growth factor	Operating capacity
7	Asset liability ratio	DR	Value factor	Operating capacity
8	Average return on net assets	ROE	Growth factor	Profitability
9	Return on assets	ROA	Growth factor	Profitability