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.
| Model | Accuracy | Precision | Recall | F1-score | AUC |
| RF | 0.8155 | 0.8182 | 0.8333 | 0.8257 | 0.8146 | AdaBoost | 0.8155 | 0.8367 | 0.7885 | 0.8119 | 0.8158 | GBDT | 0.8058 | 0.8654 | 0.7895 | 0.8257 | 0.8057 | Stacking | 0.8447 | 0.8654 | 0.8333 | 0.8490 | 0.8452 |
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