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@inproceedings{942773, author = {Koláček, Jan and Řezáč, Martin}, address = {Rome, Italy}, booktitle = {PROCEEDINGS ASMDA 2011}, editor = {Raimondo Manca, Christos H. Skiadas}, keywords = {Credit scoring; Quality indexes; Gini index; Lift}, howpublished = {paměťový nosič}, language = {eng}, location = {Rome, Italy}, isbn = {978-88-467-3045-9}, pages = {720-727}, publisher = {Edizioni ETS}, title = {Quality Measures for Predictive Scoring Models}, year = {2011} }
TY - JOUR ID - 942773 AU - Koláček, Jan - Řezáč, Martin PY - 2011 TI - Quality Measures for Predictive Scoring Models PB - Edizioni ETS CY - Rome, Italy SN - 9788846730459 KW - Credit scoring KW - Quality indexes KW - Gini index KW - Lift N2 - Credit scoring models are widely used to predict a probability of an event like client's default. To measure the quality of scoring models it is possible to use quantitative indexes such as Gini index, K-S statistics and Lift. They are used for comparison of several developed models at the moment of development as well as for monitoring of quality of those models after deployment into real business. The paper deals with mentioned quality indexes, their properties and relationships. Finally, a new approach to measure power of scoring models is discussed and a new quality index is proposed. A simulation study compares it with other quality indexes. ER -
KOLÁČEK, Jan a Martin ŘEZÁČ. Quality Measures for Predictive Scoring Models. In Raimondo Manca, Christos H. Skiadas. \textit{PROCEEDINGS ASMDA 2011}. Rome, Italy: Edizioni ETS, 2011, s.~720-727. ISBN~978-88-467-3045-9.
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