Presentation for XIX Credit Scoring and Credit Control Conference in Edinburgh

Tomorrow, in Edinburgh I am presenting an idea that challenges the way we usually evaluate scoring models. Instead of relying on a single number like AUC or Gini, I argue for a two-dimensional view that also takes into account the shape of the ROC curve. You can download the presentation here: Two Numbers Are Better Than One (PDF).

See also The shape of an ROC curve in the evaluation of credit scoring models.