From: Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets
Model | Accuracy (%) | Specificity (%) | Sensitivity (%) |
---|---|---|---|
Panel A: Credit scoring models | |||
LR | 71.2 | 73.5 | 70.5 |
\(LR^{{\lambda_{\min } ,\alpha = 1}}\) | 71.4 | 73.5 | 70.7 |
\(LR^{{\lambda_{\min } ,\alpha = 0}}\) | 70.9 | 73.7 | 70.0 |
\(LR^{{\lambda_{\min } ,\alpha_{\min } }}\) | 71.0 | 73.0 | 70.3 |
RFC | 78.8 | 56.2 | 86.1 |
NNC | 67.9 | 65.0 | 68.8 |
Panel B: Profit scoring models | |||
LM | 76.4 | 51.4 | 84.5 |
\(LM^{{\lambda_{\min } ,\alpha = 1}}\) | 76.9 | 51.2 | 85.2 |
\(LM^{{\lambda_{\min } ,\alpha = 0}}\) | 77.1 | 51.9 | 85.3 |
\(LM^{{\lambda_{\min } ,\alpha_{\min } }}\) | 76.8 | 51.2 | 85.1 |
RFR | 77.4 | 54.1 | 84.9 |
NNR | 75.5 | 57.6 | 81.3 |