Performance assessment of ensemble learning systems in financial data classification
Why this work is in the frame
A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.
Bibliographic record
Abstract
Summary Financial data classification plays an important role in investment and banking industry with the purpose to control default risk, improve cash and select the best customers. Ensemble learning and classification systems are becoming gradually more applied to classify financial data where outputs from different classification systems are combined. The objective of this research is to assess the relative performance of existing state‐of‐the‐art ensemble learning and classification systems with applications to corporate bankruptcy prediction and credit scoring. The considered ensemble systems include AdaBoost, LogitBoost, RUSBoost, subspace, and bagging ensemble system. The experimental results from three datasets: one is composed of quantitative attributes, one encompasses qualitative data, and another one combines both quantitative and qualitative attributes. By using ten‐fold cross‐validation method, the experimental results show that AdaBoost is effective in terms of low classification error, limited complexity, and short time processing of the data. In addition, the experimental results show that ensemble classification systems outperform existing models that were recently validated on the same databases. Therefore, ensemble classification system can be employed to increase the reliability and consistency of financial data classification task.
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Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.005 | 0.000 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.002 | 0.000 |
| Bibliometrics | 0.002 | 0.004 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.001 | 0.004 |
| Open science | 0.003 | 0.002 |
| Research integrity | 0.001 | 0.001 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it