USING THE GINI COEFFICIENT TO BUILD A CREDITSCORING MODEL

The credit scoring model is widely used to predict the likelihood of a customer default. To measure the quality of such scoring models, you can use quantitative indicators such as the GINI index, KolmogorovSmirnov (KS) statistics, Lift, Mahalanobis distance, information statistics. This article discusses and illustrates the practical use of the GINI index.

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Publication Details

Journal
Suleyman Demirel University Bulletin Natural and Technical Sciences
Published
2024-10-16
DOI
https://doi.org/10.47344/sdubnts.v55i2.538
Primary Topic
Financial Distress and Bankruptcy Prediction
Type
article
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article

USING THE GINI COEFFICIENT TO BUILD A CREDITSCORING MODEL

N. Sultanova, A. Tulegenova, B. Suleimen
Suleyman Demirel University Bulletin Natural and Technical Sciences
Financial Distress and Bankruptcy Prediction
article

USING THE GINI COEFFICIENT TO BUILD A CREDITSCORING MODEL

N. Sultanova, A. Tulegenova, B. Suleimen
article en

Abstract

The credit scoring model is widely used to predict the likelihood of a customer default. To measure the quality of such scoring models, you can use quantitative indicators such as the GINI index, KolmogorovSmirnov (KS) statistics, Lift, Mahalanobis distance, information statistics. This article discusses and illustrates the practical use of the GINI index.

Suleyman Demirel University Bulletin Natural and Technical SciencesVol. 55(2)
Openalex Percentile: Top 56%
Financial Distress and Bankruptcy Prediction
DOISourceOpenAlex
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USING THE GINI COEFFICIENT TO BUILD A CREDITSCORING MODEL — N. Sultanova, A. Tulegenova, et al. · Suleyman Demirel University Bulletin Natural and Technical Sciences (2024) | TGRS Research Map | TGRS