Research on Financial Risk Prediction Based on Improved Random Subspace

Table 1

Experimental results under different characteristics, different methods, and different time panels for evaluation indexes AA and AUC.

Characteristic	F1			F2		F3		F1 + F2		F1 + F3		F2 + F3		E1 + F2 + F3
Method	AA	AUC		AA	AUC	AA	AUC	AA	AUC	AA	AUC	AA	AUC	AA	AUC
SVM	76.33	81.40		62.60	60.1 2	74.50	7462	79.55	85.18	77.64	84.27	77.15	81.67	80.80	84.83
Bagging	92.87	92.13		89.65	71.32	91.39	81.61	93.22	93.31	93.79	92.84	93.20	83.80	95.27	92.99
RS	92.71	91.83		90.69	69.17	91.43	80.78	93.76	93.85	93.13	92.90	92.86	89.39	95.10	93.02
WEAIB_RS	92.79	82.94		90.69	68.76	93.61	93.09	92.99	84.22	94.78	93.70	95.05	93.93	96.39	95.24
SVM	76.72		82.53	62.83	60.33	74.61	77.04	77.67	84.91	77.76	85.63	77.49	81.70	80.75	86.47
Bagging	92.83		87.95	89.79	76.80	91.50	82.33	92.91	91.59	93.29	92.70)	94.40	85.77	95.91	93.04
RS	92.60		85.27	90.84	75.24	91.58	81.33	93.03	91.33	94.89	93.91	93.40	87.67	95.59	94.04
WFAIB_RS	92.92		83.22	90.78	74.74	94.53	84.91	92.92	85.28	95.59	94.12	94.37	88.53	96.77	94.30
SVM	75.58		8008	62.66	60.29	75.83	78.87	76.55	83.21	77.91	86.00	78.27	83.06	81.46	88.24
Bagging	92.73		87.86	89.70	74.58	92.06	82.95	93.87	92.64	95.13	94.22	94.42	87.11	96.67	94.36
RS	92.65		88.45	90.79	73 64	91.75	82.62	93.29	92.61	95.85	95.05	95.37	92.25	96.55	95.26
WFAIB_RS	92.66		83.16	90.84	75.04	95.79	93.96	93.69	86.34	96.17	95.45	96.03	94.30	97.67	95.91