Gini coefficient
2 stories tagged Gini coefficient on Learning Fanatic.
- Lesson 8.3: Capstone: a credit-risk scorecard from WOE to monitoring plan Build a credit-risk scorecard end to end: weight of evidence and IV, a logistic model, points, Gini and KS, a profit-based cutoff and a monitoring plan.
- Lesson 6.2: Classification metrics: precision, recall, ROC, Gini, KS, lift Learn the confusion matrix, precision, recall, ROC and AUC, plus the Gini, KS and lift measures credit and marketing teams use, and when each one misleads.