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Project information
Classification models and the assessment of their predictive properties

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Project Identification
GA402/04/1308
Project Period
1/2004 - 12/2006
Investor / Pogramme / Project type
Czech Science Foundation
  • Standard Projects
MU Faculty or unit
Faculty of Science
Keywords
classification,discrimination,prediction,expected costs,ROC,AUC
Cooperating Organization
University Hradec Králové
  • Responsible person RNDr. Hana Skalská, CSc.

Discrimination belongs among decision support techniques that are frequently used at different application fields (bank clients scoring, repayment quality prediction, market segmentation etc.). The automation of the process of building discriminationmode ls brings new questions in the area of comparison of different models when conditions of discrimination can change and are not known precisely. This research is focused on the field of analysis quality of discrimination models and on the estimationand on the use of the receiver operating characteristic (ROC) curve and area under curve (AUC). Research purpose covers different levels: studying the properties of discrimination models, systematic arrangement and overview of the research resultsacquired from the literature dealing with ROC and AUC, deeper studying and developing of the possibilities of kernel estimates of ROC, and studying the possibilities of how to describe and compare the performance of different types of classification

Publications

Total number of publications: 27

2005

2004

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