Earticle

초록

영어

With the fast development of artificial intelligence day by day, users are demanding explanations about the results of algorithms and want to know what parameters influence the results. In this paper, we propose a model for bankruptcy prediction with interpretability using the SHAP framework. SHAP (SHAPley Additive exPlanations) is framework that gives a visualized result that can be used for explanation and interpretation of machine learning models. As a result, we can describe which features are important for the result of our deep learning model. SHAP framework Force plot result gives us top features which are mainly reflecting overall model score. Even though Fully Connected Neural Networks are a “black box” model, Shapley values help us to alleviate the “black box” problem. FCNNs perform well with complex dataset with more than 60 financial ratios. Combined with SHAP framework, we create an effective model with understandable interpretation. Bankruptcy is a rare event, then we avoid imbalanced dataset problem with the help of SMOTE. SMOTE is one of the oversampling technique that resulting synthetic samples are generated for the minority class. It uses K-nearest neighbors algorithm for line connecting method in order to producing examples. We expect our model results assist financial analysts who are interested in forecasting bankruptcy prediction of companies in detail.

목차

Abstract
1. Introduction
2. Background
3. Methodology
3.1 Algorithms
3.2 Data
4. Experiment and Results
5. Conclusion
Acknowledgement
References

키워드

저자

• Tuguldur Enkhtuya [ Master Student, Department of Computer Engineering, Dongseo University, Korea ]
• Dae-Ki Kang [ Professor, Department of Computer Engineering, Dongseo University, Korea ] Corresponding Author

참고문헌

발행기관

간행물

표지보기 관심저널 등록

• 간행물명

  The International Journal of Advanced Smart Convergence

• 간기

  계간

• pISSN

  2288-2847

• eISSN

  2288-2855

• 수록기간

  2012~2025

• 십진분류

  KDC 326 DDC 380