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All Journal International Journal of Electrical and Computer Engineering Register: Jurnal Ilmiah Teknologi Sistem Informasi
Yosza Dasril
Universiti Tun Hussein Onn Malaysia
Computer Science & IT Electrical & Electronics Engineering

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Company bankruptcy prediction framework based on the most influential features using XGBoost and stacking ensemble learning Much Aziz Muslim; Yosza Dasril
International Journal of Electrical and Computer Engineering (IJECE) Vol 11, No 6: December 2021
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijece.v11i6.pp5549-5557

Abstract

Company bankruptcy is often a very big problem for companies. The impact of bankruptcy can cause losses to elements of the company such as owners, investors, employees, and consumers. One way to prevent bankruptcy is to predict the possibility of bankruptcy based on the company's financial data. Therefore, this study aims to find the best predictive model or method to predict company bankruptcy using the dataset from Polish companies bankruptcy. The prediction analysis process uses the best feature selection and ensemble learning. The best feature selection is selected using feature importance to XGBoost with a weight value filter of 10. The ensemble learning method used is stacking. Stacking is composed of the base model and meta learner. The base model consists of K-nearest neighbor, decision tree, SVM, and random forest, while the meta learner used is LightGBM. The stacking model accuracy results can outperform the base model accuracy with an accuracy rate of 97%.
Credit Risk Assessment in P2P Lending Using LightGBM and Particle Swarm Optimization Yosza Dasril; Much Aziz Muslim; M. Faris Al Hakim; Jumanto Jumanto; Budi Prasetiyo
Register: Jurnal Ilmiah Teknologi Sistem Informasi Vol 9 No 1 (2023): January
Publisher : Information Systems - Universitas Pesantren Tinggi Darul Ulum

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26594/register.v9i1.3060

Abstract

The credit risk evaluation is a vital task in the P2P Lending platform. An effective credit risk assessment method in a P2P lending platform can significantly influence investors' decisions. The machine learning algorithm that can be used to evaluate credit risk as LightGBM, however, the results in evaluating P2P lending need to be improved. The aim of this research is to improve the accuracy of the LightGBM algorithm by combining the Particle Swarm Optimization (PSO) algorithm. The novelty developed in this research is combining LightGBM with PSO for large data from the Lending Club Dataset which can be accessed on Kaggle.com. The highest accuracy also presented satisfactory results with 98.094% of accuracy, 90.514% of Recall, and 97.754% of NPV respectively. The combination of LightGBM and PSO shows better results.
Co-Authors Budi Prasetiyo Hakim, M. Faris Al Jumanto Unjung Much Aziz Muslim Much Aziz Muslim