The Advantage of Case-Tailored Information Metrics for the Development of Predictive Models, Calculated Profit in Credit Scoring

This paper compares model development strategies based on different performance metrics. The study was conducted in the area of credit risk modeling with the usage of diverse metrics, including general-purpose Area Under the ROC curve (AUC), problem-dedicated Expected Maximum Profit (EMP) and the no...

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Detalles Bibliográficos
Autores principales: Chrościcki, Daniel, Chlebus, Marcin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9498141/
https://www.ncbi.nlm.nih.gov/pubmed/36141104
http://dx.doi.org/10.3390/e24091218

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9498141/
https://www.ncbi.nlm.nih.gov/pubmed/36141104
http://dx.doi.org/10.3390/e24091218

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