arXiv:2608.20343v1 Announce Type: new Abstract: This study develops and evaluates a bankruptcy prediction framework that integrates consensus-based feature selection, hybrid resampling, stacking ensembles, and explainable artificial intelligence to improve minority-class detection in severely imbalanced financial data. Using the Taiwanese Bankruptcy Prediction dataset from the UCI Machine Learning Repository, five feature-selection algorithms were first applied, and a consensus retention rule reduced the input space to 23 robust variables. The balanced training data were then generated using SVM-SMOTE, SMOTE-Tomek, and SMOTE-ENN. Five ensemble machine learning classifiers, namely gradient boosting, extreme gradient boosting, histogram-based gradient boosting, LightGBM, and AdaBoost, were compared with five deep learning models, including RNN, LSTM, GRU, DNN, and MLP. In addition, hybrid stacking ensembles combined the five machine learning classifiers as base learners with each deep le...