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A note on performance measures for failure prediction models
Ooghe, Hubert Spaenjers, Christophe
Ooghe, Hubert
Spaenjers, Christophe
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Publication Type
Working paper
Editor
Supervisor
Publication Year
2006
Journal
Book
Publication Volume
Publication Issue
29
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Publication End page
Publication Number of pages
13
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Abstract
This note briefly describes some important performance measures that can be used in failure prediction research. We do not only give an overview of the measures, but also clarify the connections between them and illustrate their use with numerical examples.
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Corporate Finance