Financial Innovation

Table 39 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	0.722	0.727	0.723	0.729	0.720	0.724
	KS	0.424	0.432	0.424	0.428	0.417	0.421
	H	0.268	0.280	0.279	0.267	0.265	0.267
RF	AUC	0.734	0.741	0.738	0.746	0.734	0.737
	KS	0.438	0.454	0.445	0.457	0.441	0.442
	H	0.284	0.293	0.283	0.304	0.278	0.282
XGB	AUC	0.709	0.719	0.721	0.732	0.718	0.723
	KS	0.407	0.421	0.422	0.440	0.430	0.424
	H	0.232	0.241	0.260	0.272	0.247	0.258

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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