April 2020-May 2020
This project is to predict company which took bank loan will go bankrupt or not .based on certain features like total liabilities / total assets, current assets / short-term liabilities, equity / total assets…..like this there are 64 features based on that we have to predict bankruptcy. Dataset information:- The dataset is about bankruptcy prediction of Polish companies. The data was collected from Emerging Markets Information Service (EMIS, [Web Link]), which is a database containing information on emerging markets around the world.
XGBoosting algorithm
EDA, insights of data, feature engineering, feature selection, analysis of different algo.
on flask as integrating platform on pycharm as tool for integration
The dataset is about bankruptcy prediction of Polish companies. The data was collected from Emerging Markets Information Service (EMIS, [Web Link]), which is a database containing information on emerging markets around the world. The bankrupt companies were analysed in the period 2000-2012, while the still operating companies were evaluated from 2007 to 2013.
1st Year: the data contains financial rates from 1st year of the forecasting period and corresponding class label that indicates bankruptcy status after 5 years. The data contains 7027 instances (financial statements), 271 represents bankrupted companies, 6756 firms that did not bankrupt in the forecasting period.
2nd Year: the data contains financial rates from 2nd year of the forecasting period and corresponding class label that indicates bankruptcy status after 4 years. The data contains 10173 instances (financial statements), 400 represents bankrupted companies, 9773 firms that did not bankrupt in the forecasting period.
3rd Year: the data contains financial rates from 3rd year of the forecasting period and corresponding class label that indicates bankruptcy status after 3 years. The data contains 10503 instances (financial statements), 495 represents bankrupted companies, 10008 firms that did not bankrupt in the forecasting period.
4th Year: the data contains financial rates from 4th year of the forecasting period and corresponding class label that indicates bankruptcy status after 2 years. The data contains 9792 instances (financial statements), 515 represents bankrupted companies, 9277 firms that did not bankrupt in the forecasting period.
5thYear: the data contains financial rates from 5th year of the forecasting period and corresponding class label that indicates bankruptcy status after 1 year. The data contains 5910 instances (financial statements), 410 represents bankrupted companies, 5500 firms that did not bankrupt in the forecasting period.
X1 net profit / total assets
X2 total liabilities / total assets
X3 working capital / total assets
X4 current assets / short-term liabilities
X5 [(cash + short-term securities + receivables - short-term liabilities) / (operating expenses - depreciation)] * 365
X6 retained earnings / total assets
X7 EBIT / total assets
X8 book value of equity / total liabilities
X9 sales / total assets
X10 equity / total assets
X11 (gross profit + extraordinary items + financial expenses) / total assets
X12 gross profit / short-term liabilities
X13 (gross profit + depreciation) / sales
X14 (gross profit + interest) / total assets
X15 (total liabilities * 365) / (gross profit + depreciation)
X16 (gross profit + depreciation) / total liabilities
X17 total assets / total liabilities
X18 gross profit / total assets
X19 gross profit / sales
X20 (inventory * 365) / sales
X21 sales (n) / sales (n-1)
X22 profit on operating activities / total assets
X23 net profit / sales
X24 gross profit (in 3 years) / total assets
X25 (equity - share capital) / total assets
X26 (net profit + depreciation) / total liabilities
X27 profit on operating activities / financial expenses
X28 working capital / fixed assets
X29 logarithm of total assets
X30 (total liabilities - cash) / sales
X31 (gross profit + interest) / sales
X32 (current liabilities * 365) / cost of products sold
X33 operating expenses / short-term liabilities
X34 operating expenses / total liabilities
X35 profit on sales / total assets
X36 total sales / total assets
X37 (current assets - inventories) / long-term liabilities
X38 constant capital / total assets
X39 profit on sales / sales
X40 (current assets - inventory - receivables) / short-term liabilities
X41 total liabilities / ((profit on operating activities + depreciation) * (12/365))
X42 profit on operating activities / sales
X43 rotation receivables + inventory turnover in days
X44 (receivables * 365) / sales
X45 net profit / inventory
X46 (current assets - inventory) / short-term liabilities
X47 (inventory * 365) / cost of products sold
X48 EBITDA (profit on operating activities - depreciation) / total assets
X49 EBITDA (profit on operating activities - depreciation) / sales
X50 current assets / total liabilities
X51 short-term liabilities / total assets
X52 (short-term liabilities * 365) / cost of products sold)
X53 equity / fixed assets
X54 constant capital / fixed assets
X55 working capital
X56 (sales - cost of products sold) / sales
X57 (current assets - inventory - short-term liabilities) / (sales - gross profit - depreciation)
X58 total costs /total sales
X59 long-term liabilities / equity
X60 sales / inventory
X61 sales / receivables
X62 (short-term liabilities *365) / sales
X63 sales / short-term liabilities
X64 sales / fixed assets
Class - 0 did not get bankrupt/ 1 - got bankrupt