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pro vyhledávání: '"Fonseca, Pedro G."'
Autor:
Fonseca, Pedro G., Lopes, Hugo D.
Binary classification is highly used in credit scoring in the estimation of probability of default. The validation of such predictive models is based both on rank ability, and also on calibration (i.e. how accurately the probabilities output by the m
Externí odkaz:
http://arxiv.org/abs/1710.08901
