Table 5 The rule system of the symbolic classifiers.

From: Enhancing financial risk prediction with symbolic classifiers: addressing class imbalance and the accuracy–interpretability trade–off

REMED

IF (INTEXPY > = 2.5722) AND (NIMY < = 3.7568) AND (NOIJY < = 0.045512) AND (ROA <= −0.020157) AND (ROAPTX < = 0.33186)

AND (ROE < = 2.4305) AND (ROEINJR <= −3.0748) AND (NPERFV > = 1.9392) AND (EQV < = 11.0556) AND (RBC1AAj <= 10.1801)

AND (RBC1RWAJ < = 12.9377) AND (RBCRWAJ < = 14.2257) THEN insolvent

ELSE solvent

JRip

IF (RBC1RWAJ < = 9.365995) AND (NPERFV > = 8.743031) THEN insolvent

IF (ROEINJR <= −10.482257) AND (RBC1RWAJ < = 10.004857) AND (NPERFV > = 5.827501) AND (RBCLAAJ < = 6.549245) THEN insolvent

IF (ROE <= −6.834654) AND (RBCRWAJ < = 11.564752) AND (NPERFV > = 3.701495) AND (EQV < = 6.787471) THEN insolvent

IF (ROE <= −6.951554) AND (RBCRWAJ < = 12.718498) AND (NPERFV > = 5.754693) AND (LNLSDEPR < = 97.428213)

AND (INTEXPY > = 3.280909) AND (NONIIY > = 0.03634) THEN insolvent

ELSE solvent

J48

5, 6, 6, 7, 7, 6, 11, 11, 11, 13, 13, 12, 9, 9, 9, 8, 10, 10, 9, 6, 3, 2, 4, 5, 7, 8, 8, 6, 3, 5, 5, 6, 7, 10, 10, 9, 8, 6, 6, 5, 7, 7, 6, 5, 7, 7, 6, 4 antecedents*

  1. *DT with 48 leave nodes or rules
Back to article page