Financial Innovation

Table 33 Discrimination performance of different feature sets on NEEQ SMEs dataset

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	0.801	0.804	0.803	0.806	0.805
	KS	0.533	0.541	0.537	0.540	0.538
	H	0.419	0.428	0.421	0.422	0.423
RF	AUC	0.840	0.846	0.847	0.855	0.849
	KS	0.565	0.579	0.573	0.599	0.583
	H	0.451	0.466	0.467	0.487	0.475
XGB	AUC	0.826	0.835	0.831	0.846	0.838
	KS	0.563	0.572	0.565	0.599	0.577
	H	0.436	0.446	0.445	0.482	0.451

Each metric is measured by the mean of 100 estimates obtained by repeating the outer ten-fold cross-validation procedure ten times

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