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  • Credit scoring models are widely used to predict a probability of an event like client's default. To measure the quality of the scoring models it is possible to use quantitative indexes such as Gini index, K-S statistics, C-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. The main contribution of the paper is proposition and discussion of indexes and curves based on Lift. Curve of ideal Lift is defined, Lift ratio is proposed as analogy to Gini index. Integrated Relative Lift is defined and discussed.
  • Credit scoring models are widely used to predict a probability of an event like client's default. To measure the quality of the scoring models it is possible to use quantitative indexes such as Gini index, K-S statistics, C-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. The main contribution of the paper is proposition and discussion of indexes and curves based on Lift. Curve of ideal Lift is defined, Lift ratio is proposed as analogy to Gini index. Integrated Relative Lift is defined and discussed. (en)
Title
  • On Aspects of Quality Indexes for Scoring Models
  • On Aspects of Quality Indexes for Scoring Models (en)
skos:prefLabel
  • On Aspects of Quality Indexes for Scoring Models
  • On Aspects of Quality Indexes for Scoring Models (en)
skos:notation
  • RIV/00216224:14310/10:00046554!RIV11-MSM-14310___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(LC06024)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 276655
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14310/10:00046554
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Credit scoring; Quality indexes; Gini index; Lift; Integrated Relative Lift (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [684FC93F14D2]
http://linked.open...v/mistoKonaniAkce
  • Paris
http://linked.open...i/riv/mistoVydani
  • Paris
http://linked.open...i/riv/nazevZdroje
  • 19th International Conference on Computational Statistics, Paris France, August 22-27, 2010 Keynote, Invited and Contributed Papers
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Koláček, Jan
  • Řezáč, Martin
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • SpringerLink
https://schema.org/isbn
  • 978-3-7908-2603-6
http://localhost/t...ganizacniJednotka
  • 14310
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