gini coefficient

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
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