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Persistent link: https://www.econbiz.de/10010353185
Credit risk measurement and management become more important in all financial institutions in the light of the current financial crisis and the global recession. This particularly applies to most of the complex structured financing forms whose risk cannot be quantified with com-mon rating...
Persistent link: https://www.econbiz.de/10008556000
The receiver operating characteristic (ROC) curve is a popular tool to characterize the capabilities of diagnostic tests with continuous or ordinal responses. One common design for assessing the accuracy of diagnostic tests is to have each patient examined by multiple readers with multiple...
Persistent link: https://www.econbiz.de/10005751055
to compare the sensitivity, specificity and area under the ROC curve (AUC) of indices constructed using equal number of …, specificity and AUC of an index increase as the number of partitions of components increases. However, the rate that the …
Persistent link: https://www.econbiz.de/10008503026
characteristics curve (AUC) maximization based on the new emerged support vector machines (SVM) techniques. Three main SVM models with …
Persistent link: https://www.econbiz.de/10008487356
The commonly used two-sample tests of equal area-under-the-curve (AUC), where AUC is based on the linear trapezoidal … statistical properties than do AUC tests and may be more scientifically appropriate for many settings. …
Persistent link: https://www.econbiz.de/10005246574
Potentially adverse human and environmental effects due to hormone mimicry of environmental estrogens are a matter of current concern. Environmental estrogens belong to the so-called endocrine active compounds (EAC), which alter signalling processes of the endocrine system leading to a broad...
Persistent link: https://www.econbiz.de/10009295167
considered variations offers a clear advantage over the benchmark algorithms. However, in terms of AUC and top-decile lift …
Persistent link: https://www.econbiz.de/10009143417
The journal continues publishing the consultation of Professor Dean Fantazzini. In this issue econometric analysis of financial data in risk management is discussed. Basic concepts of credit risk management in the context of recent Basel-II agreement recommendations are introduced....
Persistent link: https://www.econbiz.de/10009018561
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