Research Article
Combination of Biorthogonal Wavelet Hybrid Kernel OCSVM with Feature Weighted Approach Based on EVA and GRA in Financial Distress Prediction
Table 3
Results of BWH-FWOCSVM and BWH-OCSVM.
| | Indicators | BWH-FWOCSVM | BWH-OCSVM | | | | | | |
| 0 | CCR | 79.2% | 80.0% | 78.3% | 77.3% | 78.2% | 76.5% | | 71.5% | 74.1% | 70.1% | 70.4% | 72.5% | 69.6% | | 19.2% | 18.8% | 19.7% | 20.2% | 19.4% | 20.9% |
| 0.1 | CCR | 80.9% | 81.7% | 79.2% | 79.2% | 80.0% | 78.3% | | 72.5% | 75.1% | 71.6% | 71.4% | 73.9% | 70.6% | | 17.4% | 17.0% | 19.0% | 19.5% | 18.7% | 20.1% |
| 0.2 | CCR | 81.7% | 85.0% | 80.1% | 79.3% | 80.8% | 78.3% | | 72.5% | 78.2% | 73.9% | 71.4% | 74.9% | 71.1% | | 16.4% | 13.7% | 18.5% | 19.5% | 17.7% | 20.2% |
| 0.3 | CCR | 82.5% | 85.0% | 80.0% | 79.3% | 81.7% | 79.0% | | 77.8% | 78.7% | 74.9% | 72.4% | 74.9% | 71.1% | | 16.5% | 13.8% | 18.7% | 19.2% | 16.9% | 19.2% |
| 0.4 | CCR | 81.8% | 84.2% | 81.7% | 80.8% | 82.5% | 79.2% | | 79.2% | 83.2% | 77.7% | 74.3% | 75.4% | 73.0% | | 17.8% | 15.7% | 17.3% | 18.8% | 16.0% | 19.6% |
| 0.5 | CCR | 82.5% | 84.2% | 83.3% | 81.5% | 83.3% | 80.8% | | 80.7% | 84.8% | 77.8% | 75.3% | 76.3% | 75.0% | | 17.1% | 16.0% | 15.3% | 17.8% | 16.2% | 18.0% |
| 0.6 | CCR | 84.2% | 86.7% | 82.5% | 83.3% | 83.3% | 81.5% | | 80.8% | 84.8% | 79.1% | 77.6% | 80.2% | 75.5% | | 15.1% | 13.0% | 16.6% | 15.5% | 16.0% | 17.1% |
| 0.7 | CCR | 85.0% | 90.0% | 85.8% | 84.0% | 84.2% | 83.3% | | 82.1% | 91.4% | 83.9% | 81.4% | 82.1% | 78.9% | | 14.4% | 10.3% | 13.6% | 15.2% | 15.4% | 15.8% |
| 0.8 | CCR | 87.5% | 87.5% | 83.3% | 84.3% | 85.8% | 82.2% | | 81.3% | 86.3% | 79.6% | 79.5% | 79.7% | 75.5% | | 11.2% | 12.3% | 15.7% | 15.9% | 12.9% | 15.9% |
| 0.9 | CCR | 82.5% | 83.3% | 81.7% | 80.8% | 81.7% | 80.0% | | 81.2% | 80.2% | 77.3% | 77.6% | 78.7% | 73.0% | | 17.2% | 16.1% | 17.2% | 18.5% | 17.7% | 18.6% |
| 1 | CCR | 82.6% | 84.2% | 81.7% | 80.8% | 82.5% | 80.0% | | 77.3% | 80.7% | 77.3% | 75.2% | 77.3% | 73.5% | | 16.4% | 15.2% | 17.2% | 18.0% | 16.4% | 18.7% |
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