USING THE GINI COEFFICIENT TO BUILD A CREDIT SCORING MODEL
Abstract
The credit scoring model is widely used to predict the likelihood of a customer default. To measure the quality of such scoring models, you can use quantitative indicators such as the GINI index, KolmogorovSmirnov (KS) statistics, Lift, Mahalanobis distance, information statistics. This article discusses and illustrates the practical use of the GINI index.
Published
2021-06-21
How to Cite
SULTANOVA, N.; TULEGENOVA, A.; SULEIMEN, B..
USING THE GINI COEFFICIENT TO BUILD A CREDIT SCORING MODEL.
SDU Bulletin: Natural and Technical Sciences, [S.l.], v. 55, n. 2, p. 5-10, june 2021.
Available at: <https://journals.sdu.edu.kz/index.php/nts/article/view/538>. Date accessed: 28 apr. 2025.
doi: https://doi.org/10.47344/sdubnts.v55i2.538.
Section
Articles
