gini coefficient

Estimating the impact of combined correlated credit scorecards
The authors propose an algorithm which can aid the estimation of the validity of combined risk models lacking primary data.
Błażej Kochański, Saul Fine
DOI
Which Curve Fits Best. Fitting ROC Curve Models to Empirical Credit-Scoring Data
In the practice of credit-risk management, the models for receiver operating characteristic (ROC) curves are helpful in describing the …
Błażej Kochański
DOI
Bifractal receiver operating characteristic curves
This paper formulates a mathematical model for generating receiver operating characteristic (ROC) curves without underlying data. …
Błażej Kochański
PDF DOI
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