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Table 8 Taiwan Dataset

From: A machine learning-based credit risk prediction engine system using a stacked classifier and a filter-based feature selection method

Model

Accuracy

F1-Score

AUC

RF

82.00%

47.73%

0.660

GB

82.33%

47.10%

0.656

XGB

81.10%

45.50%

0.649

KNN

79.42%

42.74%

0.635

ANN

77.97%

78.34%

0.745

DT

82.11%

46.95%

0.656

Stacked (Proposed)

85.80%

51.35%

0.870