Tag: AUC

2014

Default prediction for SME using discriminant and survival models, evidence from Polish market
Authors: A. Ptak-Chmielewska & A. Matuszyk, 13 pages #Altman, #AUC, #AUROC, #Poland, #SME, #survival analysis - Credit risk Finance

2013

A discretization method based on maximizing the area under receiver operating characteristic curve
Authors: by M. Kurtcephe, H. A. Güvenir, Bilkent University, 25 pages #AUC, #AUROC, #discretisation, #discretization - Credit risk Finance

A better Beta for the H measure of classification performance
Authors: D.J Hand, C. Anagnostopolous, 12 pages #AUC, #H measure - Credit risk Finance

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