From: Clues from networks: quantifying relational risk for credit risk evaluation of SMEs
Model | Metric | BF | BF + RS | BF + prRS |
---|---|---|---|---|
LR | AUC | 0.715 | 0.726 | 0.723 |
KS | 0.408 | 0.419 | 0.417 | |
H | 0.251 | 0.270 | 0.269 | |
RF | AUC | 0.725 | 0.738 | 0.735 |
KS | 0.426 | 0.445 | 0.440 | |
H | 0.265 | 0.279 | 0.286 | |
XGB | AUC | 0.695 | 0.715 | 0.705 |
KS | 0.387 | 0.416 | 0.403 | |
H | 0.219 | 0.252 | 0.228 |