USING THE GINI COEFFICIENT TO BUILD A CREDITSCORING MODEL

Authors

  • N. Sultanova Author
  • A. Tulegenova Author
  • B. Suleimen Author

DOI:

https://doi.org/10.47344/sdubnts.v55i2.538

Keywords:

Credit scoring, Fair Isaac Corporation (FICO), GINI, Probability of default (PD), Capital assistance program (CAP), Receiver operating characteristic (ROC), Area under the ROC curve (AUC), Confusion matrix, True Positive Ratio, True False Positive Ratio

Abstract

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. 

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Published

2024-10-16

Issue

Vol. 55 No. 2 (2021): SDU Bulletin: Natural and Technical Sciences

Section

Статьи

How to Cite

Sultanova, N. ., Tulegenova, A. ., & Suleimen, B. . (2024). USING THE GINI COEFFICIENT TO BUILD A CREDITSCORING MODEL. Journal of Emerging Technologies and Computing, 55(2), 5-10. https://doi.org/10.47344/sdubnts.v55i2.538