From: Clues from networks: quantifying relational risk for credit risk evaluation of SMEs
Model | Metric | BF | BF + RS | BF + CN | BF + DN | BF + SN |
---|---|---|---|---|---|---|
LR | AUC | 0.715 ± 0.015 | 0.726 ± 0.014 | 0.722 ± 0.014 | 0.729 ± 0.014 | 0.725 ± 0.014 |
KS | 0.408 ± 0.022 | 0.419 ± 0.022 | 0.414 ± 0.022 | 0.431 ± 0.022 | 0.417 ± 0.021 | |
H | 0.251 ± 0.020 | 0.270 ± 0.020 | 0.266 ± 0.020 | 0.283 ± 0.021 | 0.269 ± 0.020 | |
RF | AUC | 0.725 ± 0.014 | 0.738 ± 0.013 | 0.738 ± 0.013 | 0.741 ± 0.013 | 0.735 ± 0.013 |
KS | 0.426 ± 0.023 | 0.445 ± 0.020 | 0.444 ± 0.020 | 0.450 ± 0.021 | 0.439 ± 0.022 | |
H | 0.265 ± 0.020 | 0.279 ± 0.018 | 0.289 ± 0.018 | 0.294 ± 0.019 | 0.281 ± 0.019 | |
XGB | AUC | 0.695 ± 0.013 | 0.715 ± 0.013 | 0.718 ± 0.014 | 0.722 ± 0.012 | 0.720 ± 0.014 |
KS | 0.387 ± 0.021 | 0.416 ± 0.022 | 0.415 ± 0.021 | 0.424 ± 0.018 | 0.434 ± 0.022 | |
H | 0.219 ± 0.018 | 0.252 ± 0.019 | 0.253 ± 0.019 | 0.245 ± 0.017 | 0.257 ± 0.021 |