Pages that link to "Item:Q1959522"
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The following pages link to Measuring classifier performance: a coherent alternative to the area under the ROC curve (Q1959522):
Displaying 50 items.
- Generalized additive models with flexible response functions (Q137370) (← links)
- Development and application of consumer credit scoring models using profit-based classification measures (Q144224) (← links)
- Probabilistic confusion entropy for evaluating classifiers (Q280701) (← links)
- One-pass AUC optimization (Q286076) (← links)
- Combining association measures for collocation extraction using clustering of receiver operating characteristic curves (Q288855) (← links)
- Adapting a classification rule to local and global shift when only unlabelled data are available (Q319045) (← links)
- Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research (Q319944) (← links)
- An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market (Q320966) (← links)
- ROC curves in cost space (Q399907) (← links)
- Effective feature construction by maximum common subgraph sampling (Q413859) (← links)
- Mixture cure models in credit scoring: if and when borrowers default (Q439468) (← links)
- On the Gini measure decomposition (Q618021) (← links)
- A family of measures for best top-\(n\) class-selective decision rules (Q645888) (← links)
- Classification of signaling proteins based on molecular star graph descriptors using machine learning models (Q739721) (← links)
- Optimised probabilistic active learning (OPAL) (Q747267) (← links)
- ROC curves for regression (Q898227) (← links)
- Making classifier performance comparisons when ROC curves intersect (Q1623601) (← links)
- A note on using the F-measure for evaluating record linkage algorithms (Q1703852) (← links)
- A prediction-driven mixture cure model and its application in credit scoring (Q1735161) (← links)
- ROC convex hull and nonparametric maximum likelihood estimation (Q1945120) (← links)
- Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients (Q2023957) (← links)
- Predicting mortgage early delinquency with machine learning methods (Q2029349) (← links)
- \(F^*\): an interpretable transformation of the F-measure (Q2051253) (← links)
- Contagion effects of UK small business failures: a spatial hierarchical autoregressive model for binary data (Q2098076) (← links)
- Maintaining AUC and \(H\)-measure over time (Q2102344) (← links)
- A new approach in model selection for ordinal target variables (Q2135842) (← links)
- Central subspaces review: methods and applications (Q2172454) (← links)
- Profit driven decision trees for churn prediction (Q2178124) (← links)
- Setting decision thresholds when operating conditions are uncertain (Q2218341) (← links)
- Unsupervised dimensionality reduction versus supervised regularization for classification from sparse data (Q2218343) (← links)
- Profit-based churn prediction based on minimax probability machines (Q2301965) (← links)
- Indices for rough set approximation and the application to confusion matrices (Q2302962) (← links)
- Drift mining in data: a framework for addressing drift in classification (Q2359494) (← links)
- Company rating with support vector machines (Q2397482) (← links)
- Credit risk evaluation using multi-criteria optimization classifier with kernel, fuzzification and penalty factors (Q2514835) (← links)
- Double threshold receiver operating characteristic plot for three-modal continuous predictors (Q2667027) (← links)
- Credit scoring with drift adaptation using local regions of competence (Q2677348) (← links)
- Validation of Nonparametric Two-sample Bootstrap in ROC Analysis on Large Datasets (Q2816699) (← links)
- Temporally-Adaptive Linear Classification for Handling Population Drift in Credit Scoring (Q3298462) (← links)
- Using the area under an estimated ROC curve to test the adequacy of binary predictors (Q4613967) (← links)
- A Comparative Study on Machine Learning Techniques for Intense Convective Rainfall Events Forecasting (Q5048369) (← links)
- Weighted product index and its two-independent-sample comparison based on weighted sensitivity and specificity (Q5076959) (← links)
- Three optimal cut-point selection criteria based on sensitivity and specificity with user-defined weights (Q5078274) (← links)
- Two sensitivity orders applied to the comparison of ROC curves (Q5078492) (← links)
- Nonparametric predictive inference for diagnostic test thresholds (Q5085603) (← links)
- (Q5101739) (← links)
- Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model (Q5129006) (← links)
- (Q5176403) (← links)
- A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances (Q5228139) (← links)
- Cutoff Threshold Decisions for Classification Algorithms with Risk Aversion (Q5868894) (← links)
