Financial Innovation

Table 34 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 + CNAP	BF + CNLD	BF + DNAP	BF + DNLD	BF + SNAP	BF + SNLD
LR	AUC	0.801	0.805	0.803	0.808	0.802	0.807
	KS	0.535	0.543	0.534	0.546	0.534	0.545
	H	0.421	0.432	0.421	0.432	0.420	0.430
RF	AUC	0.841	0.849	0.846	0.865	0.843	0.861
	KS	0.566	0.582	0.579	0.618	0.571	0.611
	H	0.454	0.463	0.468	0.512	0.456	0.497
XGB	AUC	0.829	0.832	0.834	0.852	0.832	0.840
	KS	0.566	0.572	0.573	0.598	0.566	0.581
	H	0.442	0.449	0.462	0.488	0.444	0.460

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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