Další formáty:
BibTeX
LaTeX
RIS
@inproceedings{976631, author = {Koláček, Jan and Řezáč, Martin}, address = {Brno}, booktitle = {Workshop of the Jaroslav Hájek Center and Financial Mathematics in Practice I, Book of short papers}, edition = {1}, editor = {Jiří Zelinka, Ivana Horová}, keywords = {Credit scoring; Quality indexes; Gini index; Lift}, howpublished = {tištěná verze "print"}, language = {eng}, location = {Brno}, isbn = {978-80-210-5778-4}, pages = {30-36}, publisher = {Masaryk University}, title = {A Conservative Approach to Assessment of Discriminatory Models}, year = {2011} }
TY - JOUR ID - 976631 AU - Koláček, Jan - Řezáč, Martin PY - 2011 TI - A Conservative Approach to Assessment of Discriminatory Models PB - Masaryk University CY - Brno SN - 9788021057784 KW - Credit scoring KW - Quality indexes KW - Gini index KW - Lift N2 - Lenders, such as banks and credit card companies, use credit scoring to evaluate the potential risk posed by lending money to consumers. Once a scoring model is available, it is natural to measure its quality. To evaluate the effectiveness of credit scoring models, it is possible to use quantitative indexes such as Gini index, K-S statistics, Lift, Information statistics etc. 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. Also an application of mentioned theory on simulated data set is demonstrated. ER -
KOLÁČEK, Jan a Martin ŘEZÁČ. A Conservative Approach to Assessment of Discriminatory Models. In Jiří Zelinka, Ivana Horová. \textit{Workshop of the Jaroslav Hájek Center and Financial Mathematics in Practice I, Book of short papers}. 1. vyd. Brno: Masaryk University, 2011, s.~30-36. ISBN~978-80-210-5778-4.
|