PENERAPAN METODE EXTREME GRADIENT BOOSTING PADA KLASIFIKASI STATUS KEBANGKRUTAN PERSEROAN TERBATAS DI BURSA EFEK INDONESIA
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Date
2023-07
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Elfitra
Abstract
Corporate bankruptcy is characterized by financial difficulties. To classify with the aim of predicting
the bankruptcy status of Limited Liability Companies on the Indonesia Stock Exchange in 2021, it
can be done using the XGBoost method. The variables used are the financial ratios Net Working
Capital to Total Assets (WCTA), Retained Earnings to Total Assets (RETA), Earnings Before
Interest and Tax to Total Assets (EBITTA), Book Value of Equity to Book of Debt (BVETA). The
bankruptcy status is safe, gray (needs special attention), and distress (bankrupt). Based on the
classification results using training data of 80% and testing data of 20%, a classification accuracy
rate of 93.00%, 90.95% precision and 90.28% sensitivity is obtained, and it is known that the WCTA
and RETA variables are the most important features in classifying bankruptcy classes. The results of
this classification can be used for forecasting the bankruptcy of a Limited Liability Company and as
a reference for making policies in dealing with bankruptcy.
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Keywords
Bankruptcy, Financial Distress, Limited Liability Company, Classification, Extreme Gradient Boosting
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