Research Article
Financial Distress Prediction of Chinese Listed Companies Using the Combination of Optimization Model and Convolutional Neural Network
Table 10
Prediction results of different models with indicator selection.
| Years | Criterion | NN | CART | SVM | LR | CNN | Ours |
| 2012–2016 | Accuracy | 83.85% | 81.94% | 75.36% | 70.93% | 83.25% | 85.53% | KS | 0.8278 | 0.6370 | 0.4665 | 0.5746 | 0.9070 | 0.9068 | AUC | 0.9784 | 0.9976 | 0.9783 | 0.9921 | 0.9777 | 0.9783 |
| 2012–2015 | Accuracy | 57.06% | 58.37% | 75.48% | 56.82% | 80.14% | 85.17% | KS | 0.2117 | 0.7887 | 0.5072 | 0.8534 | 0.8016 | 0.9021 | AUC | 0.6973 | 0.9783 | 0.9976 | 0.9915 | 0.9815 | 0.9766 |
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