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Table 14 Comparisons of AUC results with the commercial model

From: A multicriteria credit scoring model for SMEs using hybrid BWM and TOPSIS

Model

Category of SME

True positive rate (TPR) (%)

False positive rate (FPR) (%)

AUC (1-FPR) * TPR (%)

BWM-TOPSIS model

Non defaulted SMEs

91.67

8.33

84.03

Defaulted SMEs

85.71

14.29

73.46

Commercial model

Non defaulted SMEs

95.83

4.17

91.83

Defaulted SMEs

71.42

28.57

51.00