From: Framework for multi-criteria assessment of classification models for the purposes of credit scoring
 | 2017q1 | 2017q2 | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
C1 | C2 | C3 | C4 | C5 | C1 | C2 | C3 | C4 | C5 | |
A1 | − 0.2146 | − 0.2184 | − 0.0747 | 0.3290 | 0.0708 | − 0.3053 | − 0.3333 | − 0.3374 | − 0.5000 | − 0.3926 |
A2 | − 0.0105 | − 0.6826 | − 0.2672 | 0.2925 | − 0.2003 | 0.1494 | − 0.6096 | − 0.1017 | 0.2083 | − 0.1802 |
A3 | 0.0679 | 0.0638 | 0.1076 | 0.1727 | 0.2854 | − 0.2208 | 0.0170 | − 0.2618 | − 0.5000 | − 0.2201 |
A4 | 0.3496 | 0.1994 | 0.2185 | 0.1727 | 0.4509 | 0.0965 | 0.2771 | − 0.1084 | − 0.5000 | 0.0160 |
A5 | − 0.0697 | − 0.1210 | 0.0174 | 0.1727 | 0.1077 | − 0.3411 | − 0.0794 | − 0.2904 | − 0.5000 | − 0.2866 |
A6 | − 0.9227 | − 1.2163 | − 0.5255 | − 0.5000 | − 0.7025 | − 1.0590 | − 1.2183 | − 0.6453 | − 0.4167 | − 0.5703 |
A7 | − 0.9912 | − 0.0490 | − 0.7865 | − 0.8845 | − 0.8231 | 0.1586 | − 0.1079 | 0.0497 | 0.5139 | 0.1183 |
A8 | − 0.7296 | − 0.7836 | − 0.3074 | 0.2925 | − 0.2664 | − 0.9693 | − 0.7935 | − 0.2349 | 0.5139 | − 0.2760 |
A9 | 0.3258 | 0.4848 | − 0.9400 | − 0.8479 | − 0.9525 | 0.1573 | 0.5985 | 0.7775 | 0.2083 | 0.9684 |
A10 | 0.2395 | 0.8037 | − 0.9211 | − 0.7780 | − 0.9232 | − 0.3486 | 0.8301 | − 1.2111 | − 1.0278 | − 1.2205 |
 | 2017q3 | 2017q4 | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
C1 | C2 | C3 | C4 | C5 | C1 | C2 | C3 | C4 | C5 | |
A1 | 0.1118 | − 0.2139 | − 0.1364 | 0.0579 | − 0.1192 | − 0.2707 | − 0.1969 | − 0.2651 | 0.0748 | − 0.0839 |
A2 | 0.0969 | − 0.6943 | − 0.3534 | 0.0579 | − 0.3374 | 0.5537 | − 0.5905 | − 0.3966 | 0.0426 | − 0.4547 |
A3 | 0.0969 | 0.1271 | 0.1590 | 0.0532 | 0.2138 | − 0.4149 | 0.0898 | − 0.0152 | 0.0748 | 0.2884 |
A4 | − 0.1887 | 0.2221 | 0.1705 | 0.0532 | 0.2772 | − 0.5317 | 0.2335 | 0.0488 | -0.2629 | 0.1346 |
A5 | 0.0969 | 0.0346 | 0.0678 | 0.0532 | 0.1005 | − 0.0270 | 0.1019 | − 0.0377 | 0.0748 | 0.3000 |
A6 | − 1.1298 | − 1.2097 | − 0.6362 | − 0.5833 | − 0.8436 | − 0.7682 | − 1.2212 | − 0.7921 | − 0.2500 | − 0.8005 |
A7 | 0.1118 | − 0.1630 | − 0.1007 | 0.0579 | − 0.0281 | 0.1018 | − 0.2803 | − 0.3538 | 0.1001 | − 0.3262 |
A8 | − 0.4707 | − 0.8637 | − 0.5582 | 0.0579 | − 0.5492 | − 1.1855 | − 0.8754 | − 0.6027 | 0.0426 | − 0.7507 |
A9 | − 0.5696 | 0.5508 | 0.8611 | − 0.2515 | 0.9283 | 0.4225 | 0.3810 | − 0.2072 | − 0.9391 | − 0.3851 |
A10 | − 0.4410 | 0.7225 | − 1.0991 | − 1.0332 | − 1.1268 | − 0.3011 | 0.7276 | 1.0000 | − 0.9198 | 0.8728 |
 | 2018q1 | 2018q2 | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
C1 | C2 | C3 | C4 | C5 | C1 | C2 | C3 | C4 | C5 | |
A1 | 0.4030 | − 0.3181 | − 0.3056 | 0.3049 | − 0.2585 | 0.0317 | − 0.1911 | − 0.1208 | 0.1333 | − 0.0748 |
A2 | − 0.2280 | − 0.4460 | − 0.2903 | 0.5431 | − 0.1831 | − 0.1932 | − 0.4651 | − 0.1583 | 0.1333 | − 0.1467 |
A3 | − 0.2280 | 0.0219 | − 0.1983 | − 0.6443 | − 0.3303 | 0.1708 | 0.0547 | 0.0446 | 0.1333 | 0.1180 |
A4 | − 0.8896 | 0.1934 | − 0.1286 | − 0.6443 | − 0.2223 | − 0.1799 | 0.1637 | 0.0765 | − 0.7517 | 0.0860 |
A5 | − 0.2531 | 0.0219 | − 0.1924 | − 0.6756 | − 0.3591 | − 0.3587 | 0.0891 | 0.2117 | 0.1333 | 0.2536 |
A6 | − 0.9845 | − 1.2181 | − 0.4824 | − 0.3895 | − 0.8417 | − 0.0889 | − 1.2192 | − 0.7811 | − 0.5000 | − 0.7500 |
A7 | − 0.4269 | − 0.2784 | − 0.2917 | 0.3049 | − 0.2272 | 0.5747 | − 0.1887 | − 0.1074 | 0.2738 | − 0.0034 |
A8 | − 0.0537 | − 0.8951 | − 0.4315 | 0.5431 | − 0.5329 | − 0.4731 | − 0.8738 | − 0.6793 | 0.2738 | − 0.6636 |
A9 | − 0.8184 | 0.7558 | 0.3544 | − 0.6051 | 0.6460 | − 1.1337 | 0.3413 | 0.7034 | − 0.7517 | 0.3863 |
A10 | 0.5432 | 0.8540 | 1.0000 | − 0.6721 | 0.8794 | − 1.0292 | 0.4450 | − 1.1637 | − 1.0377 | − 1.2008 |
 | 2018q3 | 2018q4 | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
C1 | C2 | C3 | C4 | C5 | C1 | C2 | C3 | C4 | C5 | |
A1 | − 0.6127 | − 0.2904 | − 0.6092 | − 0.7990 | − 0.6910 | − 0.6224 | − 0.1087 | − 0.2406 | − 0.0472 | − 0.2185 |
A2 | 0.1228 | − 0.5626 | − 0.1752 | 0.2010 | − 0.0160 | 0.3165 | − 0.5442 | − 0.3194 | − 0.0472 | − 0.3976 |
A3 | 0.2636 | 0.0882 | 0.1382 | 0.1998 | 0.4322 | 0.3220 | 0.0290 | − 0.2001 | − 0.0472 | − 0.1033 |
A4 | 0.0220 | 0.2752 | 0.3560 | 0.4498 | 0.6779 | − 0.1940 | 0.1651 | − 0.1790 | − 0.0056 | − 0.1006 |
A5 | − 0.1174 | − 0.0588 | 0.0680 | 0.2010 | 0.3598 | − 0.0983 | − 0.1568 | − 0.2516 | − 0.0472 | − 0.2449 |
A6 | − 0.2714 | − 1.2165 | 0.0485 | − 0.2222 | − 0.5128 | − 0.9764 | − 1.2204 | − 0.3829 | − 0.5556 | − 0.5285 |
A7 | − 0.6127 | − 0.3097 | − 0.5922 | − 0.7733 | − 0.6543 | 0.3220 | − 0.2222 | − 0.2621 | − 0.0472 | − 0.2605 |
A8 | − 0.9095 | − 0.7987 | − 0.2757 | 0.1753 | − 0.0979 | − 0.5000 | − 0.8414 | − 0.3612 | − 0.0472 | − 0.4927 |
A9 | − 0.7977 | 0.6948 | − 0.7672 | − 0.6806 | − 0.8000 | − 1.1250 | 0.6636 | 0.1168 | − 0.3333 | 0.3748 |
A10 | − 0.0151 | 0.7925 | − 0.7394 | − 0.8056 | − 0.7697 | 0.1119 | 0.8180 | 0.7917 | − 0.5556 | 0.7755 |
 | 2019q1 | 2019q2 | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
C1 | C2 | C3 | C4 | C5 | C1 | C2 | C3 | C4 | C5 | |
A1 | − 0.5432 | − 0.1584 | − 0.2928 | − 0.4768 | − 0.3548 | − 0.6887 | − 0.1922 | − 0.0743 | 0.0139 | − 0.0104 |
A2 | − 0.0705 | − 0.6654 | − 0.2413 | 0.0942 | − 0.3224 | − 0.2148 | − 0.3879 | − 0.1720 | 0.1389 | − 0.0721 |
A3 | 0.2356 | 0.0128 | − 0.0020 | 0.0175 | 0.0637 | 0.0799 | − 0.0993 | − 0.1922 | 0.0139 | − 0.1452 |
A4 | 0.1973 | 0.2741 | 0.2566 | 0.2446 | 0.4933 | 0.3453 | 0.1805 | − 0.0011 | 0.0139 | 0.1730 |
A5 | − 0.1374 | − 0.0225 | 0.0081 | 0.0942 | 0.1207 | 0.0537 | 0.1082 | − 0.0334 | 0.0139 | 0.0963 |
A6 | − 0.4725 | − 1.2159 | − 0.1669 | − 0.2811 | − 0.0674 | 0.0058 | − 1.2157 | − 1.0265 | − 0.5417 | − 1.0340 |
A7 | − 0.9839 | − 0.3182 | − 0.3430 | − 0.5308 | − 0.3669 | − 0.7915 | − 0.2242 | − 0.0244 | 0.1389 | 0.1435 |
A8 | − 0.7676 | − 0.8154 | − 0.1446 | 0.7214 | − 0.1929 | − 1.0357 | − 0.9096 | − 0.8929 | 0.0139 | − 0.8327 |
A9 | 0.4396 | 0.7951 | − 1.0972 | − 0.9596 | − 1.1250 | − 0.5927 | 0.4018 | 0.1327 | − 0.9861 | − 0.6067 |
A10 | − 0.0955 | 0.8186 | − 1.1217 | − 0.8774 | − 1.0765 | 0.2279 | 0.6848 | 0.9306 | − 0.9861 | 0.4077 |