AUC

The shape of an ROC curve in the evaluation of credit scoring models
The AUC, i.e. the area under the receiver operating characteristic (ROC) curve, or its scaled version, the Gini coefficient, are the …
Błażej Kochański
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How to model ROC curves - a credit scoring perspective
ROC curves, which derive from signal detection theory, are widely used to assess binary classifiers in various domains. The AUROC (area …
Błażej Kochański