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Table 38 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

0.716

0.720

0.720

0.724

0.717

KS

0.410

0.419

0.424

0.427

0.416

H

0.252

0.267

0.269

0.277

0.261

RF

AUC

0.725

0.734

0.735

0.740

0.732

KS

0.429

0.439

0.439

0.446

0.435

H

0.263

0.280

0.284

0.290

0.276

XGB

AUC

0.708

0.719

0.713

0.726

0.718

KS

0.407

0.426

0.411

0.431

0.420

H

0.232

0.252

0.246

0.262

0.253

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