Research Article
A Hybrid Analysis Approach to Improve Financial Distress Forecasting: Empirical Evidence from Iran
Table 5
Classification performances measures.
| ā | TP | FP | TN | FN | Accuracy | Error rate | Precision | Sensitivity | Specificity | AUC |
| Logit analysis | 0.64 | 0.12 | 0.16 | 0.08 | 0.80 | 0.20 | 0.84 | 0.89 | 0.57 | 0.69 | Discriminant analysis | 0.60 | 0.13 | 0.17 | 0.10 | 0.77 | 0.23 | 0.82 | 0.86 | 0.57 | 0.65 | Decision tree | 0.74 | 0.01 | 0.20 | 0.05 | 0.94 | 0.06 | 0.80 | 0.94 | 0.95 | 0.84 | Neural network | 0.73 | 0.02 | 0.21 | 0.04 | 0.94 | 0.06 | 0.78 | 0.95 | 0.91 | 0.83 |
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