- 1 Introduction
- 2 Reasons of the model evaluation
- 3 Criterions of the model evaluation
- 3.1 The classification accuracy
- 3.2 Practicability criterions
- 4 Methods of the model evaluation
- 4.1 Confusion matrix and two types of errors v4.2 The tradeoff of two types of error rates
- 4.3 Incremental analysis
- 5 An example of the credit scoring model evaluation
- 5.1 Problem definition and data preparation
- 5.2 The process of the evaluation5.3 Results of the evaluation
- 5.4 The comparison of the scoring models with the rating system
- 6 Summary and conclusion
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