From: Framework for multi-criteria assessment of classification models for the purposes of credit scoring
 | Aggregated \({\phi }_{net}\) values | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
2017q1 | 2017q2 | 2017q3 | 2017q4 | 2018q1 | 2018q2 | 2018q3 | 2018q4 | 2019q1 | 2019q2 | |
A1 | 0.0796 | − 0.0708 | 0.0966 | 0.0068 | 0.1648 | 0.1129 | − 0.2018 | − 0.0941 | − 0.1056 | − 0.0667 |
A2 | 0.0516 | 0.1073 | 0.0204 | 0.1294 | 0.0305 | 0.0290 | 0.1191 | 0.0744 | 0.0187 | 0.0279 |
A3 | 0.1883 | − 0.0032 | 0.1696 | 0.0445 | − 0.0310 | 0.1940 | 0.2646 | 0.1541 | 0.1889 | 0.1036 |
A4 | 0.2881 | 0.1239 | 0.1151 | − 0.0058 | − 0.1608 | 0.0489 | 0.2785 | 0.0472 | 0.2732 | 0.2294 |
A5 | 0.1196 | − 0.0470 | 0.1460 | 0.1370 | − 0.0412 | 0.0947 | 0.1510 | 0.0239 | 0.1087 | 0.1456 |
A6 | − 0.3310 | − 0.3520 | − 0.4261 | − 0.3175 | − 0.3518 | − 0.1536 | − 0.0819 | − 0.3425 | − 0.1240 | − 0.1835 |
A7 | − 0.3156 | 0.2093 | 0.1107 | 0.0646 | − 0.0261 | 0.2603 | − 0.1971 | 0.1167 | − 0.2325 | − 0.0676 |
A8 | − 0.1360 | − 0.1675 | − 0.1613 | − 0.3472 | − 0.0026 | − 0.1414 | − 0.1620 | − 0.1544 | − 0.0915 | − 0.3365 |
A9 | 0.0208 | 0.3645 | 0.1323 | 0.1179 | 0.0112 | − 0.0905 | − 0.1795 | − 0.0997 | 0.0407 | − 0.1069 |
A10 | 0.0347 | − 0.1646 | − 0.2033 | 0.1703 | 0.4070 | − 0.3542 | 0.0092 | 0.2744 | − 0.0766 | 0.2547 |
 | Rankings | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
2017q1 | 2017q2 | 2017q3 | 2017q4 | 2018q1 | 2018q2 | 2018q3 | 2018q4 | 2019q1 | 2019q2 | |
A1 | 4 | 7 | 6 | 7 | 2 | 3 | 10 | 7 | 8 | 6 |
A2 | 5 | 4 | 7 | 3 | 3 | 6 | 4 | 4 | 5 | 5 |
A3 | 2 | 5 | 1 | 6 | 7 | 2 | 2 | 2 | 2 | 4 |
A4 | 1 | 3 | 4 | 8 | 9 | 5 | 1 | 5 | 1 | 2 |
A5 | 3 | 6 | 2 | 2 | 8 | 4 | 3 | 6 | 3 | 3 |
A6 | 10 | 10 | 10 | 9 | 10 | 9 | 6 | 10 | 9 | 9 |
A7 | 9 | 2 | 5 | 5 | 6 | 1 | 9 | 3 | 10 | 7 |
A8 | 8 | 9 | 8 | 10 | 5 | 8 | 7 | 9 | 7 | 10 |
A9 | 7 | 1 | 3 | 4 | 4 | 7 | 8 | 8 | 4 | 8 |
A10 | 6 | 8 | 9 | 1 | 1 | 10 | 5 | 1 | 6 | 1 |