Financial Innovation

Table 36 Discrimination performance of different feature sets

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	0.792	0.796	0.797	0.801	0.799
	KS	0.526	0.526	0.529	0.535	0.534
	H	0.424	0.420	0.423	0.429	0.425
RF	AUC	0.842	0.849	0.847	0.853	0.850
	KS	0.568	0.586	0.577	0.591	0.588
	H	0.455	0.468	0.461	0.477	0.480
XGB	AUC	0.826	0.837	0.839	0.846	0.843
	KS	0.563	0.582	0.583	0.591	0.590
	H	0.437	0.454	0.462	0.474	0.472

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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