Table 4 Predictive power of the model. This table shows the predicted values of the probability for the dependent variable Y based on being above or below the threshold, in contrast with the actual values observed in the model data. It shows that the degree of sensitivity and degree of diagnosis of ANFIS in the model data were 87.08% and 91.03%, respectively
From: A dynamic credit risk assessment model with data mining techniques: evidence from Iranian banks
Real estimate observation | Medium risk customers | High risk customers | Total |
|---|---|---|---|
P(Y) < =0.37 | 6061 | 163 | 6224 |
P(Y) > 0.37 | 597 | 1099 | 1696 |
Total | 6658 | 1262 | 7920 |
Correct | 6061 | 1099 | 7160 |
Correct percent | 91.03% | 87.08% | 90.04% |
Incorrect percent | 8.96% | 12.91% | 9.5% |