Default Risk Prediction of Enterprises Based on Convolutional Neural Network in the Age of Big Data: Analysis from the Viewpoint of Different Balance Ratios
Table 5
Optimal feature combination system for small business default risk prediction.
1
2
3
4
5
6
7
8
Asset liability ratio
Quick ratio
Current ratio
Equity ratio
Super-quick ratio
Net assets to year-end loan balance ratio
Cash ratio
Long-term asset suitability ratio
9
10
11
12
13
14
15
16
Outstanding loans to total asset ratio
Net cash ratio f operating non-current liability
Gross profit rate
Cost margin
Net cash flow from operating activities
Current assets turnover speed
Working capital ratio
Return on investment
17
18
19
20
21
22
23
24
Account payable turnover rate
Cash cycle
Revenue growth rate
Capital accumulation ratio
Years of working in related industries
Patent status
Account opening status with the bank
Credit card records of the legal representative
25
26
27
28
29
30
31
Marital status
Dwelling condition
Duration of holding the position
Type of registered capital
Enterprise credit granting in recent three years
GDP growth rate
Per capita disposable income of urban residents
The bold value means that the method ranks first in some evaluation criterion. For example, CNN ranks first in terms of G-mean, accuracy, and AUC, which indicates that its comprehensive ranking also ranks first.
