The advantage of case-tailored information metrics for the development of predictive models, calculated profit in credit scoring

HIGHLIGHTS

• who: Daniel Chrościcki and Marcin Chlebus from the Faculty of Economic Sciences, University of Warsaw, Warsaw, Poland have published the article: The Advantage of Case-Tailored Information Metrics for the Development of Predictive Models, Calculated Profit in Credit Scoring, in the Journal: Entropy 2022, 24, 1218. of 31/Dec/2020
• what: The study was conducted in the area of 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 novel case-tailored Calculated Profit (CP). Most of the model . . .
  

   

  

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