{ "cells": [ { "cell_type": "markdown", "id": "iraqi-wound", "metadata": {}, "source": [ "## Dependencies" ] }, { "cell_type": "code", "execution_count": 1, "id": "legal-router", "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Requirement already satisfied: imbalanced-learn in /opt/conda/lib/python3.8/site-packages (0.8.0)\n", "Requirement already satisfied: scipy>=0.19.1 in /opt/conda/lib/python3.8/site-packages (from imbalanced-learn) (1.6.0)\n", "Requirement already satisfied: joblib>=0.11 in /opt/conda/lib/python3.8/site-packages (from imbalanced-learn) (1.0.0)\n", "Requirement already satisfied: numpy>=1.13.3 in /opt/conda/lib/python3.8/site-packages (from imbalanced-learn) (1.20.0)\n", "Requirement already satisfied: scikit-learn>=0.24 in /opt/conda/lib/python3.8/site-packages (from imbalanced-learn) (0.24.1)\n", "Requirement already satisfied: threadpoolctl>=2.0.0 in /opt/conda/lib/python3.8/site-packages (from scikit-learn>=0.24->imbalanced-learn) (2.1.0)\n", "Requirement already satisfied: python-slugify in /opt/conda/lib/python3.8/site-packages (4.0.1)\n", "Requirement already satisfied: text-unidecode>=1.3 in /opt/conda/lib/python3.8/site-packages (from python-slugify) (1.3)\n" ] } ], "source": [ "import sys\n", "!{sys.executable} -m pip install -U imbalanced-learn\n", "!{sys.executable} -m pip install -U python-slugify" ] }, { "cell_type": "markdown", "id": "superior-clinton", "metadata": {}, "source": [ "## Dataset overview" ] }, { "cell_type": "code", "execution_count": 2, "id": "assumed-progress", "metadata": {}, "outputs": [ { "data": { "text/html": [ "
\n", " | Bankrupt? | \n", "ROA(C) before interest and depreciation before interest | \n", "ROA(A) before interest and % after tax | \n", "ROA(B) before interest and depreciation after tax | \n", "Operating Gross Margin | \n", "Realized Sales Gross Margin | \n", "Operating Profit Rate | \n", "Pre-tax net Interest Rate | \n", "After-tax net Interest Rate | \n", "Non-industry income and expenditure/revenue | \n", "... | \n", "Net Income to Total Assets | \n", "Total assets to GNP price | \n", "No-credit Interval | \n", "Gross Profit to Sales | \n", "Net Income to Stockholder's Equity | \n", "Liability to Equity | \n", "Degree of Financial Leverage (DFL) | \n", "Interest Coverage Ratio (Interest expense to EBIT) | \n", "Net Income Flag | \n", "Equity to Liability | \n", "
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0 | \n", "1 | \n", "0.370594 | \n", "0.424389 | \n", "0.405750 | \n", "0.601457 | \n", "0.601457 | \n", "0.998969 | \n", "0.796887 | \n", "0.808809 | \n", "0.302646 | \n", "... | \n", "0.716845 | \n", "0.009219 | \n", "0.622879 | \n", "0.601453 | \n", "0.827890 | \n", "0.290202 | \n", "0.026601 | \n", "0.564050 | \n", "1 | \n", "0.016469 | \n", "
1 | \n", "1 | \n", "0.464291 | \n", "0.538214 | \n", "0.516730 | \n", "0.610235 | \n", "0.610235 | \n", "0.998946 | \n", "0.797380 | \n", "0.809301 | \n", "0.303556 | \n", "... | \n", "0.795297 | \n", "0.008323 | \n", "0.623652 | \n", "0.610237 | \n", "0.839969 | \n", "0.283846 | \n", "0.264577 | \n", "0.570175 | \n", "1 | \n", "0.020794 | \n", "
2 | \n", "1 | \n", "0.426071 | \n", "0.499019 | \n", "0.472295 | \n", "0.601450 | \n", "0.601364 | \n", "0.998857 | \n", "0.796403 | \n", "0.808388 | \n", "0.302035 | \n", "... | \n", "0.774670 | \n", "0.040003 | \n", "0.623841 | \n", "0.601449 | \n", "0.836774 | \n", "0.290189 | \n", "0.026555 | \n", "0.563706 | \n", "1 | \n", "0.016474 | \n", "
3 | \n", "1 | \n", "0.399844 | \n", "0.451265 | \n", "0.457733 | \n", "0.583541 | \n", "0.583541 | \n", "0.998700 | \n", "0.796967 | \n", "0.808966 | \n", "0.303350 | \n", "... | \n", "0.739555 | \n", "0.003252 | \n", "0.622929 | \n", "0.583538 | \n", "0.834697 | \n", "0.281721 | \n", "0.026697 | \n", "0.564663 | \n", "1 | \n", "0.023982 | \n", "
4 | \n", "1 | \n", "0.465022 | \n", "0.538432 | \n", "0.522298 | \n", "0.598783 | \n", "0.598783 | \n", "0.998973 | \n", "0.797366 | \n", "0.809304 | \n", "0.303475 | \n", "... | \n", "0.795016 | \n", "0.003878 | \n", "0.623521 | \n", "0.598782 | \n", "0.839973 | \n", "0.278514 | \n", "0.024752 | \n", "0.575617 | \n", "1 | \n", "0.035490 | \n", "
5 rows × 96 columns
\n", "\n", " | count | \n", "pct | \n", "
---|---|---|
OK | \n", "6599 | \n", "0.967737 | \n", "
KO | \n", "220 | \n", "0.032263 | \n", "
\n", " | bankrupt | \n", "roa-c-before-interest-and-depreciation-before-interest | \n", "roa-a-before-interest-and-after-tax | \n", "roa-b-before-interest-and-depreciation-after-tax | \n", "operating-gross-margin | \n", "realized-sales-gross-margin | \n", "operating-profit-rate | \n", "pre-tax-net-interest-rate | \n", "after-tax-net-interest-rate | \n", "non-industry-income-and-expenditure-revenue | \n", "... | \n", "net-income-to-total-assets | \n", "total-assets-to-gnp-price | \n", "no-credit-interval | \n", "gross-profit-to-sales | \n", "net-income-to-stockholder-s-equity | \n", "liability-to-equity | \n", "degree-of-financial-leverage-dfl | \n", "interest-coverage-ratio-interest-expense-to-ebit | \n", "net-income-flag | \n", "equity-to-liability | \n", "
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0 | \n", "1 | \n", "0.370594 | \n", "0.424389 | \n", "0.405750 | \n", "0.601457 | \n", "0.601457 | \n", "0.998969 | \n", "0.796887 | \n", "0.808809 | \n", "0.302646 | \n", "... | \n", "0.716845 | \n", "0.009219 | \n", "0.622879 | \n", "0.601453 | \n", "0.827890 | \n", "0.290202 | \n", "0.026601 | \n", "0.564050 | \n", "1 | \n", "0.016469 | \n", "
1 | \n", "1 | \n", "0.464291 | \n", "0.538214 | \n", "0.516730 | \n", "0.610235 | \n", "0.610235 | \n", "0.998946 | \n", "0.797380 | \n", "0.809301 | \n", "0.303556 | \n", "... | \n", "0.795297 | \n", "0.008323 | \n", "0.623652 | \n", "0.610237 | \n", "0.839969 | \n", "0.283846 | \n", "0.264577 | \n", "0.570175 | \n", "1 | \n", "0.020794 | \n", "
2 | \n", "1 | \n", "0.426071 | \n", "0.499019 | \n", "0.472295 | \n", "0.601450 | \n", "0.601364 | \n", "0.998857 | \n", "0.796403 | \n", "0.808388 | \n", "0.302035 | \n", "... | \n", "0.774670 | \n", "0.040003 | \n", "0.623841 | \n", "0.601449 | \n", "0.836774 | \n", "0.290189 | \n", "0.026555 | \n", "0.563706 | \n", "1 | \n", "0.016474 | \n", "
3 | \n", "1 | \n", "0.399844 | \n", "0.451265 | \n", "0.457733 | \n", "0.583541 | \n", "0.583541 | \n", "0.998700 | \n", "0.796967 | \n", "0.808966 | \n", "0.303350 | \n", "... | \n", "0.739555 | \n", "0.003252 | \n", "0.622929 | \n", "0.583538 | \n", "0.834697 | \n", "0.281721 | \n", "0.026697 | \n", "0.564663 | \n", "1 | \n", "0.023982 | \n", "
4 | \n", "1 | \n", "0.465022 | \n", "0.538432 | \n", "0.522298 | \n", "0.598783 | \n", "0.598783 | \n", "0.998973 | \n", "0.797366 | \n", "0.809304 | \n", "0.303475 | \n", "... | \n", "0.795016 | \n", "0.003878 | \n", "0.623521 | \n", "0.598782 | \n", "0.839973 | \n", "0.278514 | \n", "0.024752 | \n", "0.575617 | \n", "1 | \n", "0.035490 | \n", "
5 rows × 96 columns
\n", "