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Search results for: CREDIT SCORING, RECEIVER OPERATIONAL CHARACTERISTIC, AUC
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Bifractal receiver operating characteristic curves: a formula for generating receiver operating characteristic curves in credit-scoring contexts
PublicationThis paper formulates a mathematical model for generating receiver operating characteristic (ROC) curves without underlying data. Credit scoring practitioners know that the Gini coefficient usually drops if it is only calculated on cases above the cutoff. This fact is not a mathematical necessity, however, as it is theoretically possible to get an ROC curve that keeps the same Gini coefficient no matter how big a share of lowest...
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The shape of an ROC curve in the evaluation of credit scoring models
PublicationThe AUC, i.e. the area under the receiver operating characteristic (ROC) curve, or its scaled version, the Gini coefficient, are the standard measures of the discriminatory power of credit scoring. Using binormal ROC curve models, we show how the shape of the curves affects the economic benefits of using scoring models with the same AUC. Based on the results, we propose that the shape parameter of the fitted ROC curve is reported...
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Which Curve Fits Best: Fitting ROC Curve Models to Empirical Credit-Scoring Data
PublicationIn the practice of credit-risk management, the models for receiver operating characteristic (ROC) curves are helpful in 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 biostatistics, and to fit them to actual credit-scoring ROC data...
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Economics of credit scoring management
PublicationCredit scoring models constitute an inevitable element of modern risk and profitability management in retail financial lending institutions. Quality,or separation power of a credit scoring model is usually assessed with the Gini coefficient. Generally, the higher Gini coefficient the better, as in this way a bank can increase number of good customers and/or reject more bad applicants. In...
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How to model ROC curves - a credit scoring perspective
PublicationROC curves, which derive from signal detection theory, are widely used to assess binary classifiers in various domains. The AUROC (area under the ROC curve) ratio or its transformations (the Gini coefficient) belong to the most widely used synthetic measures of the separation power of classification models, such as medical diagnostic tests or credit scoring. Frequently a need arises to model an ROC curve. In the biostatistical...
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Risk Scoring Models for Trade Credit in Small and Medium Enterprises
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Frequency compensation for two-stage operational amplifiers with improved PSRR characteristic
PublicationW pracy została opisana nowa metoda kompensacji częstotliwościowej dwustopniowych wzmacniaczy operacyjnych. Metoda kompensacji gwarantuje uzyskanie stabilnej pracy wzmacniacza operacyjnego przy założeniu że wzmocnienie układu z zamkniętą pętlą sprzężenia zwrotnego jest ograniczone do wartości kilkunastu decybeli. W porównaniu do innych znanych metod kompensacji, zaproponowana metoda umożliwia co najmniej dziesięciokrotne poszerzenie...
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Karol Flisikowski dr inż.
PeopleKarol Flisikowski works as Associate Professor at the Department of Statistics and Econometrics, Faculty of Management and Economics, Gdansk University of Technology. He is responsible for teaching descriptive and mathematical statistics (in Polish and English), as well as scientific research in the field of social statistics. He has been a participant in many national and international conferences, where he has presented the results...
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A Simulation Model for Risk and Pricing Competition in the Retail Lending Market
PublicationWe propose a simulation model of the retail lending market with two types of agents: borrowers searching for low interest rates and lenders competing through risk-based pricing. We show that individual banks observe adverse selection, even if every lender applies the same pricing strategy and a credit scoring model of comparable discrimination power. Additionally, the model justifies the reverse-S shape of the response rate curve....
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Błażej Kochański dr
PeopleBłażej Kochański is an assistant professor at the Department of Statistics and Econometrics at the Faculty of Management and Economics of Gdańsk University of Technology, banking risk expert. He worked for banks in Poland and Europe, as a risk specialist, planning and analysis manager, chief risk officer, supervisory board member and management consultant. He built numerous credit risk management models, successfully managed credit...
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The structure of the Polish banking sector in 2004-2018
Open Research DataDynamic changes in the banking system in the 1990s contributed to the relative stability of the number of banks in all sectors (state-owned, private, cooperative) after 2004. The total number of banks (including credit institutions) has decreased since 2004 from 653 to 612 in 2018 - it should therefore be noted that in the analyzed period the Polish...
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Evaluating the risk of endometriosis based on patients’ self-assessment questionnaires
PublicationBackground Endometriosis is a condition that significantly affects the quality of life of about 10 % of reproductive-aged women. It is characterized by the presence of tissue similar to the uterine lining (endometrium) outside the uterus, which can lead lead scarring, adhesions, pain, and fertility issues. While numerous factors associated with endometriosis are documented, a wide range of symptoms may still be undiscovered. Methods In...
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Ultrasound and Clinical Preoperative Characteristics for Discrimination Between Ovarian Metastatic Colorectal Cancer and Primary Ovarian Cancer: A Case-Control Study
PublicationThe aim of this study was to describe the clinical and sonographic features of ovarian metastases originating from colorectal cancer (mCRC), and to discriminate mCRC from primary ovarian cancer (OC). We conducted a multi-institutional, retrospective study of consecutive patients with ovarian mCRC who had undergone ultrasound examination using the International Ovarian Tumor Analysis (IOTA) terminology, with the addition of evaluating...
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Intelligent equalizer solution employing music genre and the room characteristics analysis
PublicationThe paper presents an intelligent equalizer solution based on room acoustic conditions and music genre analysis. A series of acoustic characteristic measurements are performed for checking the concept proposed. White noise (reference signal) and audio excerpts belonging to six music genres are utilized as excitation signals in measurements. This results in registration of frequency responses of rooms and reverberation times. Signals...
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A multi-criteria decision model for the introduction of electric storage multiple units on the partially electrified Gdynia-Hel railway
Publication: In this article a multi-criteria study of the use of independently powered electric multiple units on the partially electrified Gdynia Główna - Hel line was carried out. The use of (currently used) diesel and, as an alternative, electric and electric multiple units with an electric energy storage was considered. The analysis was carried out on the basis of three criteria for assessing the route service options, i.e. environmental,...
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Estimation of Coherence Bandwidth for Underwater Acoustic Communication Channel
PublicationA shallow underwater acoustic communication channel is characterized by strong multipath propagation. The signal reaching the receiver consists of a direct waveform and a number of its delayed and suppressed replica. A significant time dispersion of the transmitted signal and selective fading of its spectrum are observed. Coherence bandwidth defines maximal bandwidth, wherein the channel amplitude characteristic remains constant...
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Computer-Aided Detection of Hypertensive Retinopathy Using Depth-Wise Separable CNN
PublicationHypertensive retinopathy (HR) is a retinal disorder, linked to high blood pressure. The incidence of HR-eye illness is directly related to the severity and duration of hypertension. It is critical to identify and analyze HR at an early stage to avoid blindness. There are presently only a few computer-aided systems (CADx) designed to recognize HR. Instead, those systems concentrated on collecting features from many retinopathy-related...
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Three modes of electrochemical impedance spectroscopy measurements performed on vanadium redox flow battery
PublicationThis article presents an innovative approach to monitor working redox flow batteries using dynamic electrochemical impedance spectroscopy, diverging from the commonly sequential impedance methods carried out under potentiostatic or galvanostatic conditions close to the open circle voltage. The authors introduce a fresh variation of dynamic impedance measurement that leverages an amplitude-modulated multi-frequency alternating current...
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Assessment of the technological reliability of a hybrid constructed wetland for wastewater treatment in a mountain eco-tourist farm in Poland
PublicationThe aim of the present study was to assess the technological reliability of a domestic hybrid wastewater treatment installation consisting of a classic three-chambered (volume 6 m3) septic tank, a vertical flow trickling bed filled with granules of a calcinated clay material (KERAMZYT), a special wetland bed constructed on a slope, and a permeable pond used as a receiver. The test treatment plant was located at a mountain eco-tourist...
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A concept of Signal Equalization Method Based on Music Genre and the Listener's Room Characteristics
PublicationA research study that investigates the influence of the room acoustics environment on the frequency characteristic of the audio signal playback is presented. First, a novel spectral equalization method of the room acoustic conditions is introduced. On the basis of the frequency response of the room, a system for room acoustics compensation based on eight-band equalizer is proposed. The system settings depend on music genre. In...
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Multiscalar Control Based Airgap Flux Optimization of Induction Motor for Loss Minimization
PublicationBased on the induction motor model, considering the core loss resistance that accounts for magnetic characteristic saturation, a speed control approach is devised with an adaptive full-order (AFO) speed observer. The induction motor model analysis is done sincerely in a stationary reference frame. The control approach incorporates a flux reference generator designed to meet optimal operational circumstances and a nonlinear speed...
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Prowadzenie ruchu małego źródła kogeneracji gazowej według kryterium efektu ekonomicznego
PublicationCechą charakterystyczną źródeł gazowych jest ich duża elastyczność ruchowa, w porównaniu do większości źródeł konwencjonalnych i odnawialnych. Cecha ta może i powinna być wykorzystywana do poprawy wskaźników ekonomicznych obiektu. W tym celu należy przeanalizować możliwości jakie daje prowadzenie ruchu źródeł nie w standardzie pracy z wymuszeniem zapotrzebowania na ciepło, ale właśnie maksymalnie wykorzystując elastyczność ruchową...
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Prowadzenie ruchu małej elektrociepłowni gazowej według kryterium efektu ekonomicznego
PublicationCechą charakterystyczną źródeł gazowych jest ich duża elastyczność ruchowa, w porównaniu do większości źródeł konwencjonalnych i odnawialnych. Cecha ta może i powinna być wykorzystywana do poprawy wskaźników ekonomicznych obiektu. W tym celu należy przeanalizować możliwości jakie daje prowadzenie ruchu źródeł nie w standardzie pracy z wymuszeniem zapotrzebowania na ciepło, ale właśnie maksymalnie wykorzystując elastyczność ruchową...
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ANALYSIS OF ROLLING RESISTANCE OF TIRES WITH RUN FLAT INSERT APPLYING DRUM METHOD AND RADIAL CHARACTERISTIC
PublicationThis paper presents analysis of rolling resistance of tires with RUN FLAT insert applying drum method and radial characteristic. The conducted studies indicated changes in operational properties of wheel, occurring as a result of inflation pressure drop in the wheel. As regards radial elasticity, such changes result in significant drop of radial rigidity and increase of static deflection and increase of tire rolling resistance....
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Importance of Bile Composition for Diagnosis of Biliary Obstructions
PublicationDetermination of the cause of a biliary obstruction is often inconclusive from serum analysis alone without further clinical tests. To this end, serum markers as well as the composition of bile of 74 patients with biliary obstructions were determined to improve the diagnoses. The samples were collected from the patients during an endoscopic retrograde cholangiopancreatography (ERCP). The concentration of eight bile salts, specifically...
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Classification of Polish wines by application of ultra-fast gas chromatography
PublicationThe potential of ultra-fast gas chromatography (GC) combined with chemometric analysis for classification of wine originating from Poland according to the variety of grape used for production was investigated. A total of 44 Polish wine samples differing in the type of grape (and grape growth region) used for the production as well as parameters of the fermentation process, alcohol content, sweetness, and others which characterize...
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Solubility Characteristics of Acetaminophen and Phenacetin in Binary Mixtures of Aqueous Organic Solvents: Experimental and Deep Machine Learning Screening of Green Dissolution Media
PublicationThe solubility of active pharmaceutical ingredients is a mandatory physicochemical characteristic in pharmaceutical practice. However, the number of potential solvents and their mixtures prevents direct measurements of all possible combinations for finding environmentally friendly, operational and cost-effective solubilizers. That is why support from theoretical screening seems to be valuable. Here, a collection of acetaminophen...
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The use of constructed wetlands for the treatment of industrial wastewater
PublicationConstructed wetlands are characterized by specific conditions enabling simultaneous various physical and biochemical processes. This is the result of specific environment for the growth of microorganisms and hydro-phytes (aquatic and semiaquatic plants) which are capable of living in aerobic, anaerobic and facultative anaerobic conditions. Their interaction contributes to the intensification of oxidation and reduction responsible...
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Possibilities of Phoslock® application to remove phosphorus compounds from wastewater treated in hybrid wetlands
PublicationTreatment wetland technologies for wastewater treatment can be easily applied for removal of all pollutants except phosphorous. They are applicable in a small towns and rural areas, places where conventional wastewater treatment plant cannot properly operate because of common economic constraints. In Poland only the 8% of rural areas are equipped with sewer system, thus treatment wetlands might be an alternative, effective and...