Financial Innovation

Table 37 Discrimination performance of different feature sets

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	0.797	0.801	0.800	0.805	0.798	0.803
	KS	0.528	0.541	0.529	0.539	0.528	0.540
	H	0.421	0.432	0.422	0.427	0.422	0.433
RF	AUC	0.844	0.862	0.851	0.868	0.846	0.861
	KS	0.573	0.607	0.587	0.622	0.572	0.606
	H	0.458	0.496	0.469	0.517	0.459	0.495
XGB	AUC	0.830	0.848	0.832	0.858	0.828	0.850
	KS	0.569	0.592	0.569	0.612	0.561	0.598
	H	0.443	0.475	0.442	0.498	0.437	0.478

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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