RANDOM FOREST AND XGBOOST IMPLEMENTATIONS TO PREDICT BANK PROFITABILITY: EVIDENCE FROM TURKISH DEPOSIT BANKS

Despite of the revived interest of policy makers in the importance of bank profitability, as a result of the global financial crisis of 2007- 2009, and despite of the recovery from this crisis still many banks have their return on equity (ROE) below their cost of equity as mentioned in the Global Financial Stability Report 2016-2017.