Research Article

Financial Fraud Identification Based on Stacking Ensemble Learning Algorithm: Introducing MD&A Text Information

Table 7

Analysis based on financial and nonfinancial variables.

ModelAccuracyPrecisionRecallF1-scoreAUC

RF0.81550.81820.83330.82570.8146
AdaBoost0.81550.83670.78850.81190.8158
GBDT0.80580.86540.78950.82570.8057
Stacking0.84470.86540.83330.84900.8452