V4FinBench: Benchmarking Tabular Foundation Models, LLMs, and Standard Methods on Corporate Bankruptcy Prediction

📅 2026-05-11
📈 Citations: 0
Influential: 0
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🤖 AI Summary
This study addresses the limitations of existing public datasets for corporate bankruptcy prediction—namely, their small scale, extreme class imbalance, and lack of a unified multi-horizon evaluation benchmark—by introducing V4FinBench, the first large-scale, publicly available, cross-regional (covering four countries in China and Europe) benchmark. V4FinBench incorporates 131 features, six prediction horizons, and a composite default definition. Using this benchmark, the authors systematically evaluate tabular foundation models (e.g., TabPFN), Llama-3-8B fine-tuned with QLoRA, and traditional gradient boosting methods under imbalance-aware training protocols. Results show that domain-adapted TabPFN matches or exceeds gradient boosting models in F1 and ROC-AUC for long-term predictions and demonstrates strong cross-regional generalization, whereas Llama-3-8B exhibits consistently weaker performance, particularly over longer horizons.
📝 Abstract
Corporate bankruptcy prediction is a high-stakes financial task characterized by severe class imbalance and multi-horizon forecasting demands. Public datasets supporting it remain scarce and small: widely used free benchmarks contain between 6,000 and 80,000 company-year observations, while larger resources are behind subscription paywalls. To address this gap, we introduce V4FinBench, a benchmark of over one million company-year records from the Visegràd Group (V4) economies (2006-2021), with 131 financial and non-financial features, six prediction horizons, and a composite distress criterion jointly capturing solvency, profitability, and liquidity deterioration. V4FinBench is designed to support the evaluation of tabular and foundation-model methods under realistic class imbalance, with positive rates between 0.19% and 0.36%. We provide reference evaluations of standard tabular baselines, finetuned TabPFN, and QLoRA-finetuned Llama-3-8B. With imbalance-aware finetuning, TabPFN matches or exceeds gradient boosting at longer time horizons on both $F_1$-score and ROC-AUC. In contrast, Llama-3-8B trails gradient boosting on ROC-AUC at every horizon and is generally weaker on $F_1$-score, with the gap widening sharply beyond the immediate horizon. In an external evaluation on the American Bankruptcy Dataset, the V4FinBench-finetuned TabPFN checkpoint improves over vanilla TabPFN, suggesting that adaptation captures transferable financial-distress structure rather than only V4-specific patterns. V4FinBench is publicly released to support further evaluation and development of prediction methods on realistic financial data.
Problem

Research questions and friction points this paper is trying to address.

corporate bankruptcy prediction
class imbalance
multi-horizon forecasting
tabular foundation models
financial distress
Innovation

Methods, ideas, or system contributions that make the work stand out.

tabular foundation models
corporate bankruptcy prediction
class imbalance
multi-horizon forecasting
TabPFN
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Marcin Kostrzewa
Department of Artificial Intelligence, Wrocław University of Science and Technology, Poland
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Sebastian Tomczak
Department of Artificial Intelligence, Wrocław University of Science and Technology, Poland
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Roman Furman
Opera, Wrocław, Poland
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Anna Poberezhna
Department of Artificial Intelligence, Wrocław University of Science and Technology, Poland
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Michał Furgała
Department of Artificial Intelligence, Wrocław University of Science and Technology, Poland
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Oleksii Furman
Department of Artificial Intelligence, Wrocław University of Science and Technology, Poland
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Maciej Zięba
Department of Artificial Intelligence, Wrocław University of Science and Technology, Poland; Tooploox, Wrocław, Poland