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  • Search: subject:"ROC-curve"
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Year of publication
Subject
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ROC curve 54 Theorie 16 Theory 16 Forecasting model 11 Prognoseverfahren 11 AUC 8 receiver operating characteristic (ROC) curve 7 Regression analysis 6 Regressionsanalyse 6 Credit risk 5 Empirical likelihood 5 Kreditrisiko 5 sensitivity 5 Artificial intelligence 4 Insolvency 4 Insolvenz 4 Künstliche Intelligenz 4 Risikomanagement 4 Risk management 4 default 4 specificity 4 Bootstrap 3 Classification 3 Confidence interval 3 H-measure 3 Logistic regression 3 Monte Carlo simulation 3 Monte-Carlo-Simulation 3 Poisson process 3 accuracy ratio 3 banking sector 3 bankruptcy risk 3 classification 3 credit scoring 3 doubly stochastic assumption 3 leverage 3 logistic regression 3 probability 3 AUK 2 Acceptance sampling 2
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Online availability
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Free 51 Undetermined 35 CC license 5
Type of publication
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Article 62 Book / Working Paper 22 Other 4
Type of publication (narrower categories)
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Article in journal 25 Aufsatz in Zeitschrift 25 Working Paper 8 Arbeitspapier 5 Article 5 Graue Literatur 5 Non-commercial literature 5 Thesis 2 Conference paper 1 Konferenzbeitrag 1 research-article 1
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Language
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English 48 Undetermined 39 German 1
Author
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Calabrese, Raffaella 3 Cleves, Mario A. 3 Bardey, David 2 Berent, Tomasz 2 Chiriac, Petronel 2 Costantini, Mauro 2 Dardac, Nicolae 2 De Donder, Philippe 2 Kaymak, Uzay 2 Krichene, Aida 2 Lupi, Claudio 2 Ma, Junling 2 Moinescu, Bogdan 2 Rejman, Radosław 2 Samohyl, Robert Wayne 2 Wang, Xiaofei 2 Yousef, Waleed A. 2 Zaporozhets, Vera 2 Abdelmoula, Aida Krichene 1 Adams, Niall M. 1 Affes, Zeineb 1 Agnihotram, Ramanakumar 1 Amhara Tadesse Wudu Abate 1 Amico, Mai͏̈lis 1 Banerjee, Moulinath 1 Battiston, Pietro 1 Bauer, Peter 1 Ben-David, A. 1 Ben-David, Ben-David, A. 1 Berge, Travis J. 1 Bi, Zhuming 1 Bilginci, Mehmet Resul 1 Biswas, Pinaki 1 Blazek, Roman 1 Boonman, Tjeerd M. 1 Braga, Ana 1 Brave, Scott 1 Butters, R. Andrew 1 CHANG, BI-JUAN 1 CHANG, JOW-RAN 1
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Institution
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Berkeley Electronic Press 3 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Econometrics and Business Statistics, Monash Business School 1 Dipartimento di Economia, Gestione, Società e Istituzioni, Università degli Studi del Molise 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Geary Institute, University College Dublin 1 International Association of Agricultural Economists - IAAE 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
All
Computational Statistics & Data Analysis 8 Risks : open access journal 3 Statistical Applications in Genetics and Molecular Biology 3 Annals of the Institute of Statistical Mathematics 2 Computational economics 2 Stata Journal 2 The University of Michigan Department of Biostatistics Working Paper Series 2 UCD Geary Institute discussion paper series 2 Working Paper 2 2009 Conference, August 16-22, 2009, Beijing, China 1 Acta Oeconomica 1 Amfiteatru Economic Journal 1 Annals - Economy Series 1 Annals of Financial Economics (AFE) 1 Annals of financial economics 1 Computational Statistics 1 Construction Management and Economics 1 Discussion paper 1 Documento CEDE 1 ERIM Report Series Research in Management 1 Economics & Statistics Discussion Papers 1 Economics letters 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Empirica : journal of european economics 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Epidemiologic Methods 1 Equilibrium : quarterly journal of economics and economic policy 1 International Journal of Banking, Accounting and Finance 1 International Journal of Biostatistics 1 International journal of information systems in the service sector : IJISSS ; an official publication of the Information Resources Management Association 1 International journal of management practice : IJMP 1 International journal of production economics 1 Journal of Accounting and Management Information Systems (JAMIS) 1 Journal of Applied Statistics 1 Journal of Economics, Finance and Administrative Science 1 Journal of Industrial Engineering International 1 Journal of accounting & management information systems : JAMIS 1 Journal of economics, finance & administrative science 1 Journal of global information management 1
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Source
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RePEc 40 ECONIS (ZBW) 30 EconStor 9 BASE 8 Other ZBW resources 1
Showing 1 - 10 of 88
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Analysis of agricultural technology adoption : the use of improved maize seeds and its determinants in Ethiopia, evidence from Eastern
Amhara Tadesse Wudu Abate - In: Journal of innovation and entrepreneurship : JIE 13 (2024), pp. 1-19
Agriculture is the major source of income and employment creation for majority of least developed countries. Ethiopia as one of least developed countries of sub Saharan Africa, majority of its citizen's livelihood is predominantly dependent on agricultural products, more specifcally on the...
Persistent link: https://www.econbiz.de/10015206956
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Claim prediction and premium pricing for telematics auto insurance data using poisson regression with lasso regularisation
Usman, Farha; Chan, Jennifer S. K.; Makov, Udi E.; … - In: Risks : open access journal 12 (2024) 9, pp. 1-33
We leverage telematics data on driving behavior variables to assess driver risk and predict future insurance claims in a case study utilising a representative telematics sample. In the study, we aim to categorise drivers according to their driving habits and establish premiums that accurately...
Persistent link: https://www.econbiz.de/10015065977
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Data Analysis for Risk Management – Economics, Finance and Business
Jajuga, Krzysztof (contributor);  … - 2024
This reprint concerns methods of data analysis for risk management in economics, finance, and business. The presented papers contain research on data analysis methods, including classical statistical methods, and machine learning methods that have emerged from statistics and are being...
Persistent link: https://www.econbiz.de/10015324884
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Machine learning and the optimization of prediction-based policies
Battiston, Pietro; Gamba, Simona; Santoro, Alessandro - In: Technological forecasting and social change : an … 199 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10015096757
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From 2008-2011 Great Recession to COVID-19 pandemic : an analysis of resilience metrics in European regions
Ileanu, Bogdan; Pana, Adrian - In: Empirica : journal of european economics 51 (2024) 4, pp. 1037-1073
Persistent link: https://www.econbiz.de/10015078733
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The health technology assessment approach of the economic value of diagnostic tests : a literature review
Bardey, David; De Donder, Philippe; Zaporozhets, Vera - 2024
Persistent link: https://www.econbiz.de/10014476102
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The health technology assessment approach of the economic value of diagnostic test: a literature review
Bardey, David; De Donder, Philippe; Zaporozhets, Vera - 2024
Persistent link: https://www.econbiz.de/10014529772
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Estimating the probability of leaving unemployment for older people in Poland using survival models with censored data
Grzenda, Wioletta - In: Statistics in transition : an international journal of … 24 (2023) 3, pp. 241-256
predictions obtained via the models is crucial to assess the results. Hence, in this paper, a time-dependent ROC curve is used …
Persistent link: https://www.econbiz.de/10015052247
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Which curve fits best : fitting ROC curve models to empirical credit-scoring data
Kochański, Błazej - In: Risks : open access journal 10 (2022) 10, pp. 1-17
describing the shape of an ROC curve, estimating the discriminatory power of a scorecard, and generating ROC curves without … underlying data. The primary purpose of this study is to review the ROC curve models proposed in the literature, primarily in …-risk-management practice. We list several theoretical models for an ROC curve and describe them in the credit-scoring context. The model list …
Persistent link: https://www.econbiz.de/10013555517
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The global organizational behavior analysis for financial risk management utilizing Artificial Intelligence
Yang, Shufang; Wu, Hainan - In: Journal of global information management 30 (2022) 7, pp. 1-24
Persistent link: https://www.econbiz.de/10012800043
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