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 |