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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