IAES International Journal of Artificial Intelligence (IJ-AI)
Vol 11, No 2: June 2022

Ensemble machine learning algorithm optimization of bankruptcy prediction of bank

Bambang Siswoyo (Universitas Ma’soema)
Zuraida Abal Abas (Universiti Teknikal Malaysia Melaka (UTeM))
Ahmad Naim Che Pee (Politeknik LP3I Bandung)
Rita Komalasari (Ma’soem University)
Nano Suyatna (Universitas Ma’soema)



Article Info

Publish Date
01 Jun 2022

Abstract

The ensemble consists of a single set of individually trained models, the predictions of which are combined when classifying new cases, in building a good classification model requires the diversity of a single model. The algorithm, logistic regression, support vector machine, random forest, and neural network are single models as alternative sources of diversity information. Previous research has shown that ensembles are more accurate than single models. Single model and modified ensemble bagging model are some of the techniques we will study in this paper. We experimented with the banking industry’s financial ratios. The results of his observations are: First, an ensemble is always more accurate than a single model. Second, we observe that modified ensemble bagging models show improved classification model performance on balanced datasets, as they can adjust behavior and make them more suitable for relatively small datasets. The accuracy rate is 97% in the bagging ensemble learning model, an increase in the accuracy level of up to 16% compared to other models that use unbalanced datasets.

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Journal Info

Abbrev

IJAI

Publisher

Subject

Computer Science & IT Engineering

Description

IAES International Journal of Artificial Intelligence (IJ-AI) publishes articles in the field of artificial intelligence (AI). The scope covers all artificial intelligence area and its application in the following topics: neural networks; fuzzy logic; simulated biological evolution algorithms (like ...