{"id":"https://openalex.org/W4309213722","doi":"https://doi.org/10.3390/data7110160","title":"Explainable Machine Learning for Financial Distress Prediction: Evidence from Vietnam","display_name":"Explainable Machine Learning for Financial Distress Prediction: Evidence from Vietnam","publication_year":2022,"publication_date":"2022-11-14","ids":{"openalex":"https://openalex.org/W4309213722","doi":"https://doi.org/10.3390/data7110160"},"language":"en","primary_location":{"id":"doi:10.3390/data7110160","is_oa":true,"landing_page_url":"https://doi.org/10.3390/data7110160","pdf_url":"https://www.mdpi.com/2306-5729/7/11/160/pdf?version=1668420484","source":{"id":"https://openalex.org/S4210226510","display_name":"Data","issn_l":"2306-5729","issn":["2306-5729"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Data","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://www.mdpi.com/2306-5729/7/11/160/pdf?version=1668420484","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5111606567","display_name":"Kim Long Tran","orcid":null},"institutions":[{"id":"https://openalex.org/I3129629310","display_name":"Ho Chi Minh University of Banking","ror":"https://ror.org/03fsckq75","country_code":"VN","type":"education","lineage":["https://openalex.org/I3129629310"]}],"countries":["VN"],"is_corresponding":false,"raw_author_name":"Kim Long Tran","raw_affiliation_strings":["Faculty of Banking, Ho Chi Minh University of Banking, No. 36 Ton That Dam Street, Nguyen Thai Binh Ward, District 1, Ho Chi Minh City 700000, Vietnam"],"affiliations":[{"raw_affiliation_string":"Faculty of Banking, Ho Chi Minh University of Banking, No. 36 Ton That Dam Street, Nguyen Thai Binh Ward, District 1, Ho Chi Minh City 700000, Vietnam","institution_ids":["https://openalex.org/I3129629310"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5069724897","display_name":"Hoang Anh Le","orcid":"https://orcid.org/0000-0002-9670-2060"},"institutions":[{"id":"https://openalex.org/I3129629310","display_name":"Ho Chi Minh University of Banking","ror":"https://ror.org/03fsckq75","country_code":"VN","type":"education","lineage":["https://openalex.org/I3129629310"]}],"countries":["VN"],"is_corresponding":true,"raw_author_name":"Hoang Anh Le","raw_affiliation_strings":["Institute for Research Science and Banking Technology, Ho Chi Minh University of Banking, No. 36 Ton That Dam Street, Nguyen Thai Binh Ward, District 1, Ho Chi Minh City 700000, Vietnam"],"affiliations":[{"raw_affiliation_string":"Institute for Research Science and Banking Technology, Ho Chi Minh University of Banking, No. 36 Ton That Dam Street, Nguyen Thai Binh Ward, District 1, Ho Chi Minh City 700000, Vietnam","institution_ids":["https://openalex.org/I3129629310"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5039329210","display_name":"Thanh Nguyen","orcid":"https://orcid.org/0000-0002-9381-3312"},"institutions":[{"id":"https://openalex.org/I3129629310","display_name":"Ho Chi Minh University of Banking","ror":"https://ror.org/03fsckq75","country_code":"VN","type":"education","lineage":["https://openalex.org/I3129629310"]}],"countries":["VN"],"is_corresponding":false,"raw_author_name":"Thanh Hien Nguyen","raw_affiliation_strings":["Department of Economic Mathematics, Ho Chi Minh University of Banking, No. 36 Ton That Dam Street, Nguyen Thai Binh Ward, District 1, Ho Chi Minh City 700000, Vietnam"],"affiliations":[{"raw_affiliation_string":"Department of Economic Mathematics, Ho Chi Minh University of Banking, No. 36 Ton That Dam Street, Nguyen Thai Binh Ward, District 1, Ho Chi Minh City 700000, Vietnam","institution_ids":["https://openalex.org/I3129629310"]}]},{"author_position":"last","author":{"id":null,"display_name":"Duc Trung Nguyen","orcid":null},"institutions":[{"id":"https://openalex.org/I3129629310","display_name":"Ho Chi Minh University of Banking","ror":"https://ror.org/03fsckq75","country_code":"VN","type":"education","lineage":["https://openalex.org/I3129629310"]}],"countries":["VN"],"is_corresponding":false,"raw_author_name":"Duc Trung Nguyen","raw_affiliation_strings":["Faculty of Banking, Ho Chi Minh University of Banking, No. 36 Ton That Dam Street, Nguyen Thai Binh Ward, District 1, Ho Chi Minh City 700000, Vietnam"],"affiliations":[{"raw_affiliation_string":"Faculty of Banking, Ho Chi Minh University of Banking, No. 36 Ton That Dam Street, Nguyen Thai Binh Ward, District 1, Ho Chi Minh City 700000, Vietnam","institution_ids":["https://openalex.org/I3129629310"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5069724897"],"corresponding_institution_ids":["https://openalex.org/I3129629310"],"apc_list":{"value":1600,"currency":"CHF","value_usd":1732},"apc_paid":{"value":1600,"currency":"CHF","value_usd":1732},"fwci":14.3878,"has_fulltext":true,"cited_by_count":55,"citation_normalized_percentile":{"value":0.99247061,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":99,"max":100},"biblio":{"volume":"7","issue":"11","first_page":"160","last_page":"160"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9980999827384949,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11652","display_name":"Imbalanced Data Classification Techniques","score":0.9678000211715698,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.5865306854248047},{"id":"https://openalex.org/keywords/credit-default-swap","display_name":"Credit default swap","score":0.578020453453064},{"id":"https://openalex.org/keywords/random-forest","display_name":"Random forest","score":0.5670682191848755},{"id":"https://openalex.org/keywords/bond","display_name":"Bond","score":0.5606828331947327},{"id":"https://openalex.org/keywords/credit-rating","display_name":"Credit rating","score":0.5530180931091309},{"id":"https://openalex.org/keywords/predictive-power","display_name":"Predictive power","score":0.5324951410293579},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.48892322182655334},{"id":"https://openalex.org/keywords/debt","display_name":"Debt","score":0.479017436504364},{"id":"https://openalex.org/keywords/gradient-boosting","display_name":"Gradient boosting","score":0.4595024585723877},{"id":"https://openalex.org/keywords/predictive-modelling","display_name":"Predictive modelling","score":0.4423692524433136},{"id":"https://openalex.org/keywords/equity","display_name":"Equity (law)","score":0.4360877275466919},{"id":"https://openalex.org/keywords/issuer","display_name":"Issuer","score":0.41771283745765686},{"id":"https://openalex.org/keywords/credit-risk","display_name":"Credit risk","score":0.39948147535324097},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.3784189522266388},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.37111860513687134},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.3660082221031189},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.28601187467575073}],"concepts":[{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.5865306854248047},{"id":"https://openalex.org/C30589699","wikidata":"https://www.wikidata.org/wiki/Q624028","display_name":"Credit default swap","level":3,"score":0.578020453453064},{"id":"https://openalex.org/C169258074","wikidata":"https://www.wikidata.org/wiki/Q245748","display_name":"Random forest","level":2,"score":0.5670682191848755},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.5606828331947327},{"id":"https://openalex.org/C205208723","wikidata":"https://www.wikidata.org/wiki/Q372765","display_name":"Credit rating","level":2,"score":0.5530180931091309},{"id":"https://openalex.org/C2778136018","wikidata":"https://www.wikidata.org/wiki/Q10350689","display_name":"Predictive power","level":2,"score":0.5324951410293579},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.48892322182655334},{"id":"https://openalex.org/C120527767","wikidata":"https://www.wikidata.org/wiki/Q3196867","display_name":"Debt","level":2,"score":0.479017436504364},{"id":"https://openalex.org/C70153297","wikidata":"https://www.wikidata.org/wiki/Q5591907","display_name":"Gradient boosting","level":3,"score":0.4595024585723877},{"id":"https://openalex.org/C45804977","wikidata":"https://www.wikidata.org/wiki/Q7239673","display_name":"Predictive modelling","level":2,"score":0.4423692524433136},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.4360877275466919},{"id":"https://openalex.org/C138170105","wikidata":"https://www.wikidata.org/wiki/Q1337949","display_name":"Issuer","level":2,"score":0.41771283745765686},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.39948147535324097},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3784189522266388},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.37111860513687134},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3660082221031189},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.28601187467575073},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.3390/data7110160","is_oa":true,"landing_page_url":"https://doi.org/10.3390/data7110160","pdf_url":"https://www.mdpi.com/2306-5729/7/11/160/pdf?version=1668420484","source":{"id":"https://openalex.org/S4210226510","display_name":"Data","issn_l":"2306-5729","issn":["2306-5729"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Data","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:gam:jdataj:v:7:y:2022:i:11:p:160-:d:972099","is_oa":false,"landing_page_url":"https://www.mdpi.com/2306-5729/7/11/160/","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:doaj.org/article:7f89e864fc27424ab56dd87127ccde97","is_oa":true,"landing_page_url":"https://doaj.org/article/7f89e864fc27424ab56dd87127ccde97","pdf_url":null,"source":{"id":"https://openalex.org/S112646816","display_name":"SHILAP Revista de lepidopterolog\u00eda","issn_l":"0300-5267","issn":["0300-5267","2340-4078"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Data, Vol 7, Iss 11, p 160 (2022)","raw_type":"article"},{"id":"pmh:oai:mdpi.com:/2306-5729/7/11/160/","is_oa":true,"landing_page_url":"https://dx.doi.org/10.3390/data7110160","pdf_url":null,"source":{"id":"https://openalex.org/S4306400947","display_name":"MDPI (MDPI AG)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210097602","host_organization_name":"Multidisciplinary Digital Publishing Institute (Switzerland)","host_organization_lineage":["https://openalex.org/I4210097602"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Data; Volume 7; Issue 11; Pages: 160","raw_type":"Text"}],"best_oa_location":{"id":"doi:10.3390/data7110160","is_oa":true,"landing_page_url":"https://doi.org/10.3390/data7110160","pdf_url":"https://www.mdpi.com/2306-5729/7/11/160/pdf?version=1668420484","source":{"id":"https://openalex.org/S4210226510","display_name":"Data","issn_l":"2306-5729","issn":["2306-5729"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Data","raw_type":"journal-article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals","score":0.4300000071525574}],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4309213722.pdf","grobid_xml":"https://content.openalex.org/works/W4309213722.grobid-xml"},"referenced_works_count":39,"referenced_works":["https://openalex.org/W1968713998","https://openalex.org/W2004473119","https://openalex.org/W2020848494","https://openalex.org/W2029869759","https://openalex.org/W2048801439","https://openalex.org/W2078423146","https://openalex.org/W2101234009","https://openalex.org/W2115682519","https://openalex.org/W2116660956","https://openalex.org/W2124532504","https://openalex.org/W2125943170","https://openalex.org/W2145073242","https://openalex.org/W2282821441","https://openalex.org/W2342249984","https://openalex.org/W2562923621","https://openalex.org/W2606916050","https://openalex.org/W2618851150","https://openalex.org/W2756039591","https://openalex.org/W2911964244","https://openalex.org/W2963095307","https://openalex.org/W2967730222","https://openalex.org/W2999615587","https://openalex.org/W3000463950","https://openalex.org/W3014660692","https://openalex.org/W3035965352","https://openalex.org/W3099878876","https://openalex.org/W3147894994","https://openalex.org/W3151772276","https://openalex.org/W3179948425","https://openalex.org/W3186119880","https://openalex.org/W3209809080","https://openalex.org/W4206723227","https://openalex.org/W4230674625","https://openalex.org/W4296887679","https://openalex.org/W4399647672","https://openalex.org/W6675354045","https://openalex.org/W6681651645","https://openalex.org/W6843061952","https://openalex.org/W6869608176"],"related_works":["https://openalex.org/W3122333907","https://openalex.org/W2381415801","https://openalex.org/W4293567308","https://openalex.org/W181094257","https://openalex.org/W2769312618","https://openalex.org/W4254251480","https://openalex.org/W4234144754","https://openalex.org/W3123636123","https://openalex.org/W4315651187","https://openalex.org/W3121375031"],"abstract_inverted_index":{"The":[0,95,167],"past":[1],"decade":[2],"has":[3],"witnessed":[4],"the":[5,34,41,50,67,80,84,99,138,145,157,165,178,193],"rapid":[6],"development":[7],"of":[8,70,86,142,159,161,180,195],"machine":[9,20,56,71],"learning":[10,21,57,72],"applied":[11,75],"in":[12,40,89,164,183],"economics":[13],"and":[14,31,74,103,132],"finance.":[15],"Recent":[16],"evidence":[17],"suggests":[18],"that":[19,98,119],"models":[22,30,58,106],"have":[23,32,151],"produced":[24],"superior":[25],"results":[26,52,82,96],"to":[27,78,93,122,126,130,185,188],"traditional":[28],"statistical":[29],"become":[33],"driving":[35],"force":[36],"for":[37,155,175],"dramatic":[38],"improvement":[39],"financial":[42],"industry.":[43],"However,":[44],"a":[45,152],"much-debated":[46],"question":[47],"is":[48],"whether":[49],"prediction":[51,81],"from":[53,91],"black":[54],"box":[55],"can":[59],"be":[60],"interpreted.":[61],"In":[62,110,140],"this":[63],"study,":[64],"we":[65,116],"compared":[66],"predictive":[68],"power":[69],"algorithms":[73],"SHAP":[76],"values":[77],"interpret":[79],"on":[83,113],"dataset":[85],"listed":[87],"companies":[88,150,182],"Vietnam":[90],"2010":[92],"2021.":[94],"showed":[97],"extreme":[100],"gradient":[101],"boosting":[102],"random":[104],"forest":[105],"outperformed":[107],"other":[108],"models.":[109],"addition,":[111],"based":[112],"Shapley":[114],"values,":[115],"also":[117,169],"found":[118],"long-term":[120],"debts":[121],"equity,":[123,131],"enterprise":[124],"value":[125],"revenues,":[127],"account":[128],"payable":[129],"diluted":[133],"EPS":[134],"had":[135],"greatly":[136],"influenced":[137],"outputs.":[139],"terms":[141],"practical":[143],"contributions,":[144],"study":[146,168],"helps":[147],"credit":[148],"rating":[149],"new":[153],"method":[154],"predicting":[156],"possibility":[158],"default":[160],"bond":[162,196],"issuers":[163],"market.":[166],"provides":[170],"an":[171],"early":[172],"warning":[173],"tool":[174],"policymakers":[176],"about":[177],"risks":[179],"public":[181],"order":[184],"develop":[186],"measures":[187],"protect":[189],"retail":[190],"investors":[191],"against":[192],"risk":[194],"default.":[197]},"counts_by_year":[{"year":2026,"cited_by_count":6},{"year":2025,"cited_by_count":19},{"year":2024,"cited_by_count":19},{"year":2023,"cited_by_count":11}],"updated_date":"2026-04-16T08:26:57.006410","created_date":"2025-10-10T00:00:00"}
