ROC-AUC
A metric that measures a classification model's ability to distinguish between default and non-default cases across various thresholds.
Source: Predictive Analytics for Credit Risk Assessment: A Machine Learning Approach to Loan Default Prediction (Academic research) · p.4
Reports that mention ROC-AUC
- Adaptive Confidence-Aware Transformer-Graph Fusion Network for Robust Credit Fraud DetectionAcademic research
- Detection of Fraud in Credit Card TransactionsAcademic research
- Beyond Accuracy: A Multi-Dimensional Explainability and Model-Risk Framework for AI-Based Credit Decisions in BankingAcademic research
- Early Warning System for Non-Performing Loans Using Random Forest and Explainable AI ApproachAcademic research
- Machine Learning Based Fraud Detection SystemAcademic research
- A Hybrid Approach Based on Ensemble Learning and SMOTE Technique for Credit Card Fraud DetectionAcademic research
- Bitcoin Trend Prediction Using Bitcoin Influence Index Weighted Sentiment and Hybrid Ensemble LearningAcademic research
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