Selected Slides 04B-- Credit Scoring

Selected Slides 04B-- Credit Scoring - FINS FINS 3650 /...

Info iconThis preview shows pages 1–7. Sign up to view the full content.

View Full Document Right Arrow Icon
INS 3650 / 5550 FINS 3650 / 5550 International Banking Semester 2, 2011 Dr Bruce R Arnold [email protected] Re: FINSXX50 z3121234 [Topic]
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Credit Scoring
Background image of page 2
inomial Classification System Binomial Classification System Single test result in the form of a score: Score discrimination threshold Æ TAKE ACTION core < discrimination threshold Score < discrimination threshold Æ DO NOT TAKE ACTION
Background image of page 3

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
iscrimination Threshold Discrimination Threshold Test: Temperature es e peaue Population Healthy Sick Discrimination Threshold Test Results
Background image of page 4
isualising Classification Errors Visualising Classification Errors True Positive: False Positive (Type I Error): High Temperature, Sick High Temperature, Healthy False Negative (Type II Error): True Negative: Low Temperature, Sick High Temperature, Healthy
Background image of page 5

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
onsidering Prevalence Considering Prevalence eceiver Operating Characteristic Receiver Operating Characteristic Discrimination Threshold = 38°C n = 1000 n Disease+ Disease Test+ 140 200 Populatio Healthy Sick Test 60 600 Confusion Matrix Test Results
Background image of page 6
Image of page 7
This is the end of the preview. Sign up to access the rest of the document.

This note was uploaded on 09/19/2011 for the course FINS 3650 taught by Professor Arnold during the Three '11 term at University of New South Wales.

Page1 / 16

Selected Slides 04B-- Credit Scoring - FINS FINS 3650 /...

This preview shows document pages 1 - 7. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online