From: Clues from networks: quantifying relational risk for credit risk evaluation of SMEs
Model | Metric | BF + CNAP | BF + CNLD | BF + DNAP | BF + DNLD | BF + SNAP | BF + SNLD |
---|---|---|---|---|---|---|---|
LR | AUC | 0.725 | 0.731 | 0.732 | 0.736 | 0.727 | 0.728 |
KS | 0.421 | 0.431 | 0.427 | 0.443 | 0.420 | 0.422 | |
H | 0.271 | 0.283 | 0.271 | 0.288 | 0.270 | 0.273 | |
RF | AUC | 0.739 | 0.747 | 0.739 | 0.749 | 0.738 | 0.745 |
KS | 0.448 | 0.467 | 0.442 | 0.467 | 0.446 | 0.463 | |
H | 0.288 | 0.303 | 0.292 | 0.305 | 0.283 | 0.299 | |
XGB | AUC | 0.718 | 0.717 | 0.726 | 0.739 | 0.719 | 0.723 |
KS | 0.420 | 0.420 | 0.440 | 0.449 | 0.420 | 0.431 | |
H | 0.249 | 0.252 | 0.252 | 0.292 | 0.252 | 0.257 |