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 |