From: Framework for multi-criteria assessment of classification models for the purposes of credit scoring
1st stage of aggregation | 2nd stage of aggregation | 3rd stage of aggregation | |||
---|---|---|---|---|---|
Time period | Preference threshold (p) | Sub-criterion | Preference threshold (p) | Criterion | Preference threshold (p) |
2017q1 | 2 | SC1.1—Training set | 2 | C1—Gini | 2 |
2017q2 | 2 | SC1.2—Validation set | 2 | ||
2017q3 | 2 | – | – | – | – |
2017q4 | 2 | – | – | – | – |
2018q1 | 1.5 | – | – | – | – |
2018q2 | 2 | – | – | – | – |
2018q3 | 2 | – | – | – | – |
2018q4 | 2 | – | – | – | – |
2019q1 | 2 | – | – | – | – |
2019q2 | 2 | – | – | – | – |