عملکرد مدل های پیش بینی ورشکستگی شرکت های بزرگ در مجموع داده های نامتوازن: اثر روش های نمونه گیری

Corporate bankruptcy prediction is very important for creditors and investors. Most literature improves performance of prediction models by developing and optimizing the quantitative methods. This paper investigates the effect of sampling methods on the performance of quantitative bankruptcy prediction models on real highly imbalanced dataset. Seven sampling methods and five quantitative models are tested on two real highly imbalanced datasets. A comparison of model performance tested on random paired sample set and real imbalanced sample set is also conducted. The experimental results suggest that the proper sampling method in developing prediction models is mainly dependent on the number of bankruptcies in the training sample set.