USING THE GINI COEFFICIENT TO BUILD A CREDIT SCORING MODEL

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dc.contributor.authorSultanova N.
dc.contributor.authorTulegenova A.
dc.contributor.authorSuleimen B.
dc.date.accessioned2023-12-14T04:08:03Z
dc.date.available2023-12-14T04:08:03Z
dc.date.issued2021
dc.description.abstractAbstract. The credit scoring model is widely used to predict the likelihood of a customer default. To measure the quality of such scoring models, you can use quantitative indicators such as the GINI index, KolmogorovSmirnov (KS) statistics, Lift, Mahalanobis distance, information statistics. This article discusses and illustrates the practical use of the GINI index.
dc.identifier.citationN. Sultanova , A. Tulegenova , B. Suleimen / USING THE GINI COEFFICIENT TO BUILD A CREDIT SCORING MODEL / СДУ хабаршысы - 2021
dc.identifier.issn2709-2631
dc.identifier.urihttps://repository.sdu.edu.kz/handle/123456789/983
dc.language.isoen
dc.publisherСДУ хабаршысы - 2021
dc.subjectCredit scoring
dc.subjectFair Isaac Corporation (FICO)
dc.subjectGINI
dc.subjectProbability of default (PD)
dc.subjectCapital assistance program (CAP)
dc.subjectReceiver operating characteristic (ROC)
dc.subjectArea under the ROC curve (AUC)
dc.subjectConfusion matrix
dc.subjectTrue Positive Ratio
dc.subjectTrue False Positive Ratio
dc.subjectСДУ хабаршысы - 2021
dc.subject№2
dc.titleUSING THE GINI COEFFICIENT TO BUILD A CREDIT SCORING MODEL
dc.typeArticle

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