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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2022
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| 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 |