Zhang, Junni L.; Härdle, Wolfgang - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
, Accuracy Ratio
2
JEL-Codes: C14, C11, C45, C01
1 Introduction
Classiflcation techniques have been popularly used in many … consider two performance measures: Accuracy Ratio (AR) (Sobehart and Keenan,
14
Table 3: Deflnition of flnancial variables to … misclassiflcation rate. AR is calculated using the Cumu-
lative Accuracy Proflles (CAP) (Sobehart and Keenan, 2001; Engelmann et al …