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Search results for: ROC CURVES, CREDIT SCORING, GINI COEFFICIENT, AUC
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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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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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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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Risk Scoring Models for Trade Credit in Small and Medium Enterprises
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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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Gini index in selected European Union countries in 2017.
Open Research DataWhen assessing the level of poverty, one should use indicators presenting indicators of social inequality in terms of income, indicators of prosperity and poverty. In Poland, the situation in terms of inequality is improving, but as measured by the Gini coefficient.
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Labour share and income inequalities in the European Union, taking into account the level of development of economies
Publicationesearch background: The relationship between labour share and income inequality is a complex and multifaceted problem. Despite ongoing discussions among economists, there is still no consensus on the direction of the relationship between labour share and income ine-quality. Purpose of the article: The article aims to assess the impact of labour share on income inequal-ity, which is measured in three ways: the Gini index...
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The Gini index in Poland in 2008-2017
Open Research DataWhen assessing the level of poverty, one should use indicators presenting indicators of social inequality in terms of income, indicators of prosperity and poverty In Poland, the situation in terms of inequality is improving, but as measured by the Gini coefficient. The coefficient, which ranges from zero to one hundred percent, the higher it is, the...
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Attention-Based Deep Learning System for Classification of Breast Lesions—Multimodal, Weakly Supervised Approach
PublicationBreast cancer is the most frequent female cancer, with a considerable disease burden and high mortality. Early diagnosis with screening mammography might be facilitated by automated systems supported by deep learning artificial intelligence. We propose a model based on a weakly supervised Clustering-constrained Attention Multiple Instance Learning (CLAM) classifier able to train under data scarcity effectively. We used a private...
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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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Visual Features for Improving Endoscopic Bleeding Detection Using Convolutional Neural Networks
PublicationThe presented paper investigates the problem of endoscopic bleeding detection in endoscopic videos in the form of a binary image classification task. A set of definitions of high-level visual features of endoscopic bleeding is introduced, which incorporates domain knowledge from the field. The high-level features are coupled with respective feature descriptors, enabling automatic capture of the features using image processing methods....
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Concentration in ICTs sector - cross country analysis
PublicationIn the chapter below, the author present inequalities in sector of new information and communication technologies. Having in mind inequalities we can also discuss concentration issues, and the concentration itself is a problem to which the author refers on first place. The paper is organized as following: first basic measures of concentration are defined, after we can read a discussion referring to concentration in ICTs sector...
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Mesh dependence study for numerical assessment of hydrodynamic characteristics of windsurfing fin
PublicationThe presented research aims to assess the drag coefficient and lift coefficient versus angle of attack curves for windsurfing fin. Special attention in the research was being paid to the evaluation of the stall angle value. The angle of incidence for which the stall occurs was searched, and the sensitivity of the solution for the mesh resolution was studied. The mesh resolution sensitivity analysis was done by systematically decreasing...
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Feature Reduction Using Similarity Measure in Object Detector Learning with Haar-like Features
PublicationThis paper presents two methods of training complexity reduction by additional selection of features to check in object detector training task by AdaBoost training algorithm. In the first method, the features with weak performance at first weak classifier building process are reduced based on a list of features sorted by minimum weighted error. In the second method the feature similarity measures are used to throw away that features...
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Development of fragility curves in adjacent steel moment-resisting frames considering pounding effects through improved wavelet-based refined damage-sensitive feature
PublicationFragility curves present useful information related to earthquake-induced probability assessment of steel moment-resisting frames (MRFs) and determine the probability of the damage exceedance at different floor levels of MRFs. The review of the literature shows that most of the previous studies dealing with the fragility curves were based on conventional measures, such as spectral acceleration at the first mode period, peak...
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Comparative Analysis of Developed Rainfall Intensity–Duration–Frequency Curves for Erbil with Other Iraqi Urban Areas
PublicationRainfall Intensity–Duration–Frequency (IDF) relationships are widely used in water infrastructure design and construction. IDF curves represent the relationship between rainfall intensity, duration, and frequency, and are obtained by analyzing observed data. These relationships are critical for the safe design of flood protection structures, storm sewers, culverts, bridges, etc. In this study, the IDF curves and empirical IDF formulas...
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Statistics 2022_23
e-Learning Courses1.Elements of probability. The axioms of the probability theory 2. Random variables and their distributions. Discrete and continuous random variables 3. Parameters of random variables: expected value, moments 4. Selected distributions of random variables (Bernoulli, Poison, Gaussian) 5.The distribution in the sample. Visualisation by histograms 6. Measures of statistical location: arithmetic mean, median, quantiles. 7. Measures...
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Application 2D Descriptors and Artificial Neural Networks for Beta-Glucosidase Inhibitors Screening
PublicationBeta-glucosidase inhibitors play important medical and biological roles. In this study, simple two-variable artificial neural network (ANN) classification models were developed for beta-glucosidase inhibitors screening. All bioassay data were obtained from the ChEMBL database. The classifiers were generated using 2D molecular descriptors and the data miner tool available in the STATISTICA package (STATISTICA Automated Neural...
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Non-uniqueness of fracture parameter choice in simulations of concrete cracking at mesoscale level
PublicationIn the paper a non-uniqueness of fracture parameter choice in simulations of cracking process in plain concrete specimens at mesoscale level under monotonic static loading is analysed. The Finite Element Method is used, where cracks are defined in a discrete way using interface cohesive elements with nonlinear material law including softening. The concrete mesostructure (such as: cement matrix, air voids, aggregates, and Interfacial...
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Effects of Deck-Abutment Pounding on the Seismic Fragility Curves of Box-Girder Highway Bridges
PublicationEarthquake-induced pounding in bridges is a complex contact phenomenon in which the dynamic responses of structures, including collisions between deck and abutments, are strongly related to structural properties and earthquake excitation. The goal of this study is to develop and compare the seismic fragility curves of overall system and individual components of regular and irregular box-girder highway bridges in two cases: with...
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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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Influence of a Lighting Column in the Working Width of a W-Beam Barrier on TB51 Crash Test
PublicationRoad equipment, such as, e.g., road safety barriers and lighting columns, are subject to certification according to the EN1317 standard to be allowed for use on European roads. In engineering practice, due to the terrain conditions, there are cases where other road equipment is installed within the working width of road safety barriers. Such situations are not considered during the certification process. Hence, the aim of this...
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Analysis of Modal Parameters Using a Statistical Approach for Condition Monitoring of the Wind Turbine Blade
PublicationThe primary objective of the presented paper is the numerical and experimental investigation related to developing a useful diagnostic method, which can be used for determining the site and size of damage in laminated shells of wind turbine blades. The described detection technique is based on the analysis of low frequencies bending vibrations mode shapes of rotor blades. The authors used the commonly applied statistics methods...
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Atomic-Scale Finite-Element Modeling of Elastic Mechanical Anisotropy in Finite-Sized Strained Phosphorene Nanoribbons
PublicationNanoribbons are crucial nanostructures due to their superior mechanical and electrical properties. This paper is devoted to hybrid studies of the elastic mechanical anisotropy of phosphorene nanoribbons whose edges connect the terminals of devices such as bridges. Fundamental mechanical properties, including Young’s modulus, Poisson’s ratio, and density, were estimated from first-principles calculations for 1-layer, 3-layer, and...
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Determination of Selected Metals in Fruit Wines by Spectroscopic Techniques
PublicationThe determination of metals in different types of food and beverages samples has drawn significant attention due to several reasons with the most important one being the nutritional and toxic effects of these elements or their compounds. The knowledge of certain elements content in wines/fruit wines is of special interest due to their toxicity in case of excessive intake and also the effect they seem to have on the organoleptic...
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Coda wave interferometry in monitoring the fracture process of concrete beams under bending test
PublicationEarly detection of damage is necessary for the safe and reliable use of civil engineering structures made of concrete. Recently, the identification of micro-cracks in concrete has become an area of growing interest, especially using wave-based techniques. In this paper, a non-destructive testing approach for the characterization of the fracture process was presented. Experimental tests were made on concrete beams subjected to mechanical...
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Capillary gas chromatography using a -cyclodextrin forenantiomeric separation of methylamphetamine, its precursors andchloro intermediates after optimization of the derivatization reaction
PublicationtThe enantiomeric ratio of methylamphetamine (MAMP) is closely related to the optical activity of precur-sors and reagents used for the synthesis and this knowledge can provide useful information concerningthe origins and synthetic methods used for illicit manufacture. The information can be utilized for reg-ulation of the precursors and investigation of the manufacturing sources but this requires analyticalprocedures to determine...