Series: IMF Working Papers
Author(s): R. John Irwin , and Timothy Irwin
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 May 2012
Keywords: Receiver Operating Characteristic (ROC), Cumulative Accuracy Profile (CAP)., probability, equation, probabilities, Cumulative Accuracy Profile (cap),
ROC and CAP analysis are alternative methods for evaluating a wide range of diagnostic systems, including assessments of credit risk. ROC analysis is widely used in many fields, but in finance CAP analysis is more...