The accuracy of credit scoring receiver operating characteristic in the presence of macroeconomic shocks

2008 ◽  
Vol 2 (3) ◽  
pp. 45-58
Author(s):  
George Christodoulakis ◽  
Stephen Satchell
Keyword(s):  
Receiver Operating Characteristic ◽  
Operating Characteristic ◽  
Credit Scoring ◽  
Macroeconomic Shocks ◽  
Receiver Operating

scholarly journals Gerenciamento do Ponto de Corte na Concessão do Crédito Direto ao Consumidor

2017 ◽  
Vol 21 (2) ◽  
pp. 269-285
Author(s):  
Hugo Crespi Júnior ◽  
Luiz Carlos Jacob Perera ◽  
Roberto Borges Kerr
Keyword(s):  
Receiver Operating Characteristic ◽  
Operating Characteristic ◽  
Credit Scoring ◽  
Receiver Operating

Resumo O crédito direto ao consumidor é concedido de forma massificada por meio de modelos informatizados de credit scoring que visam eliminar os maus pagadores, assim evitando prejuízos financeiros decorrentes da inadimplência. No entanto, ao recusarem os maus pagadores, esses modelos, balanceados por critérios meramente financeiros, também recusam um grande número de bons pagadores, o que pode reduzir o potencial de ganhos da empresa varejista. Esta pesquisa teve por objetivo mostrar que, incluindo a margem operacional para definir o ponto de corte para concessão de crédito, a rentabilidade da empresa pode melhorar. Foram utilizadas a medida estatística Receiver Operating Characteristic (ROC) e a abordagem de Stein (2005) para construir simulações em torno de valores reais praticados no mercado, as quais permitiram confirmar que, ao flexibilizar o ponto de corte levando em consideração a margem operacional, o resultado geral da empresa pode ser maximizado.

Übereinstimmung von klinischer Diagnose, strukturierten Interviews und Selbstbeurteilungsfragebögen bei Depression im Kindes- und Jugendalter

2012 ◽  
Vol 40 (6) ◽  
pp. 405-414 ◽  
Author(s):  
Kathrin Dolle ◽  
Gerd Schulte-Körne ◽  
Nikolaus von Hofacker ◽  
Yonca Izat ◽  
Antje-Kathrin Allgaier
Keyword(s):  
Receiver Operating Characteristic ◽  
Operating Characteristic ◽  
Kinder Und Jugendliche ◽  
Prädiktive Werte ◽  
Receiver Operating

Fragestellung: Die vorliegende Studie untersucht die Übereinstimmung von strukturierten Kind- und Elterninterviews sowie dem klinischen Urteil bei der Diagnostik depressiver Episoden im Kindes- und Jugendalter. Zudem prüft sie, ob sich die Treffsicherheit und die optimalen Cut-off-Werte von Selbstbeurteilungsfragebögen in Referenz zu diesen verschiedenen Beurteilerperspektiven unterscheiden. Methodik: Mit 81 Kindern (9–12 Jahre) und 88 Jugendlichen (13–16 Jahre), die sich in kinder- und jugendpsychiatrischen Kliniken oder Praxen vorstellten, und ihren Eltern wurden strukturierte Kinder-DIPS-Interviews durchgeführt. Die Kinder füllten das Depressions-Inventar für Kinder und Jugendliche (DIKJ) aus, die Jugendlichen die Allgemeine Depressions-Skala in der Kurzform (ADS-K). Übereinstimmungen wurden mittels Kappa-Koeffizienten ermittelt. Optimale Cut-off-Werte, Sensitivität, Spezifität sowie positive und negative prädiktive Werte wurden anhand von Receiver operating characteristic (ROC) Kurven bestimmt. Ergebnisse: Die Interviews stimmten untereinander sowie mit dem klinischen Urteil niedrig bis mäßig überein. Depressive Episoden wurden häufiger nach klinischem Urteil als in den Interviews festgestellt. Cut-off-Werte und Validitätsmaße der Selbstbeurteilungsfragebögen variierten je nach Referenzstandard mit den schlechtesten Ergebnissen für das klinische Urteil. Schlussfolgerungen: Klinische Beurteiler könnten durch den Einsatz von strukturierten Interviews profitieren. Strategien für den Umgang mit diskrepanten Kind- und Elternangaben sollten empirisch geprüft und detailliert beschrieben werden.

Use of Receiver Operating Characteristic (ROC) Curves to Evaluate Computer Confidence Threshold and Clinical Performance in the Diagnosis of Appendicitis

1978 ◽  
Vol 17 (03) ◽  
pp. 157-161 ◽  
Author(s):  
F. T. De Dombal ◽  
Jane C. Horrocks
Keyword(s):  
Receiver Operating Characteristic ◽  
Operating Characteristic ◽  
Clinical Performance ◽  
Roc Curves ◽  
Final Diagnosis ◽  
Confidence Threshold ◽  
Computer Aided ◽  
Computer Confidence ◽  
Overall Performance ◽  
Receiver Operating

This paper uses simple receiver operating characteristic (ROC) curves (i) to study the effect of varying computer confidence of threshold levels and (ii) to evaluate clinical performance in the diagnosis of acute appendicitis. Over 1300 patients presenting to five centres with abdominal pain of short duration were studied in varying detail. Clinical and computer-aided diagnostic predictions were compared with the »final« diagnosis. From these studies it is concluded the simplistic setting of a 50/50 confidence threshold for the computer program is as »good« as any other. The proximity of a computer-aided system changed clinical behaviour patterns; a higher overall performance level was achieved and clinicians performance levels became associated with the »mildly conservative« end of the computers ROC curve. Prior forecasts of over-confidence or ultra-caution amongst clinicians using the computer-aided system have not been fulfilled.

A validated novel preoperative index to predict the extent of intraperitoneal contamination in patients with acute abdominal pathology: A cohort study

2019 ◽  
Vol 30 (7-8) ◽  
pp. 221-228
Author(s):  
Shahab Hajibandeh ◽  
Shahin Hajibandeh ◽  
Nicholas Hobbs ◽  
Jigar Shah ◽  
Matthew Harris ◽  
...  
Keyword(s):  
Receiver Operating Characteristic Curve ◽  
Receiver Operating Characteristic ◽  
Operating Characteristic ◽  
Validation Cohort ◽  
Characteristic Curve ◽  
Curve Analysis ◽  
Emergency Laparotomy ◽  
Contamination Index ◽  
Operating Characteristic Curve ◽  
Receiver Operating

Aims To investigate whether an intraperitoneal contamination index (ICI) derived from combined preoperative levels of C-reactive protein, lactate, neutrophils, lymphocytes and albumin could predict the extent of intraperitoneal contamination in patients with acute abdominal pathology. Methods Patients aged over 18 who underwent emergency laparotomy for acute abdominal pathology between January 2014 and October 2018 were randomly divided into primary and validation cohorts. The proposed intraperitoneal contamination index was calculated for each patient in each cohort. Receiver operating characteristic curve analysis was performed to determine discrimination of the index and cut-off values of preoperative intraperitoneal contamination index that could predict the extent of intraperitoneal contamination. Results Overall, 468 patients were included in this study; 234 in the primary cohort and 234 in the validation cohort. The analyses identified intraperitoneal contamination index of 24.77 and 24.32 as cut-off values for purulent contamination in the primary cohort (area under the curve (AUC): 0.73, P < 0.0001; sensitivity: 84%, specificity: 60%) and validation cohort (AUC: 0.83, P < 0.0001; sensitivity: 91%, specificity: 69%), respectively. Receiver operating characteristic curve analysis also identified intraperitoneal contamination index of 33.70 and 33.41 as cut-off values for feculent contamination in the primary cohort (AUC: 0.78, P < 0.0001; sensitivity: 87%, specificity: 64%) and validation cohort (AUC: 0.79, P < 0.0001; sensitivity: 86%, specificity: 73%), respectively. Conclusions As a predictive measure which is derived purely from biomarkers, intraperitoneal contamination index may be accurate enough to predict the extent of intraperitoneal contamination in patients with acute abdominal pathology and to facilitate decision-making together with clinical and radiological findings.

scholarly journals MicroRNAs-1299, -126-3p and -30e-3p as Potential Diagnostic Biomarkers for Prediabetes

Diagnostics ◽  
2021 ◽  
Vol 11 (6) ◽  
pp. 949
Author(s):  
Cecil J. Weale ◽  
Don M. Matshazi ◽  
Saarah F. G. Davids ◽  
Shanel Raghubeer ◽  
Rajiv T. Erasmus ◽  
...  
Keyword(s):  
Receiver Operating Characteristic ◽  
Operating Characteristic ◽  
Characteristic Curve ◽  
Predictive Ability ◽  
Roc Curves ◽  
Tolerance Test ◽  
Cross Sectional Study ◽  
Oral Glucose ◽  
Cross Sectional ◽  
Receiver Operating

This cross-sectional study investigated the association of miR-1299, -126-3p and -30e-3p with and their diagnostic capability for dysglycaemia in 1273 (men, n = 345) South Africans, aged >20 years. Glycaemic status was assessed by oral glucose tolerance test (OGTT). Whole blood microRNA (miRNA) expressions were assessed using TaqMan-based reverse transcription quantitative-PCR (RT-qPCR). Receiver operating characteristic (ROC) curves assessed the ability of each miRNA to discriminate dysglycaemia, while multivariable logistic regression analyses linked expression with dysglycaemia. In all, 207 (16.2%) and 94 (7.4%) participants had prediabetes and type 2 diabetes mellitus (T2DM), respectively. All three miRNAs were significantly highly expressed in individuals with prediabetes compared to normotolerant patients, p < 0.001. miR-30e-3p and miR-126-3p were also significantly more expressed in T2DM versus normotolerant patients, p < 0.001. In multivariable logistic regressions, the three miRNAs were consistently and continuously associated with prediabetes, while only miR-126-3p was associated with T2DM. The ROC analysis indicated all three miRNAs had a significant overall predictive ability to diagnose prediabetes, diabetes and the combination of both (dysglycaemia), with the area under the receiver operating characteristic curve (AUC) being significantly higher for miR-126-3p in prediabetes. For prediabetes diagnosis, miR-126-3p (AUC = 0.760) outperformed HbA1c (AUC = 0.695), p = 0.042. These results suggest that miR-1299, -126-3p and -30e-3p are associated with prediabetes, and measuring miR-126-3p could potentially contribute to diabetes risk screening strategies.

Sign in / Sign up

Export Citation Format

Share Document