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Journal of Big Data

Table 5 Credit scoring performance of the baseline and two-stage model

From: Two-stage credit scoring using Bayesian approach

 

Baseline model

Two-stage model

T-statistics

P-value

K-S statistics

12.96 (0.48)

16.38 (0.47)

72.02

< 0.0001

AUROC

56.91 (0.30)

59.52 (0.30)

87.05

< 0.0001

  1. The numbers in parentheses represent standard deviations
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