Forecasting Credit Risk of SMEs in Supply Chain Finance Using Bayesian Optimization and XGBoost

Table 2

Profitability index screening results.

	Accuracy	d (%)	Filter
TAP	A0 = 88.73%; A1 = 32.7%; A = 80.6%	−1.27	–
ROPTCE		−4.73	–
OPR		10.32	+
NPMS		−8.57	–
RORTA		−9.22	–
OPR		18.25	+
NFA		23.72	+
ROTAR		−13.53	–
GPM		2.44	+

Note. “+” stands for retained index, “−” stands for deletion index, “A0” is the correct rate of samples without credit risk, “A1” is the correct rate of samples with credit risk, and “A” is the correct rate of all samples.