Validation techniques II [electronic resource] : discriminatory power and calibration / Dirk Tasche.

By:

Tasche, Dirk [spk]

Material type: Film

FilmPublisher number: 1221 | Henry Stewart TalksSeries: Henry Stewart talks. Marketing & management collection. Quantitative financial risk managementPublication details: London : Henry Stewart Talks, 2007.Description: 1 online resource (1 streaming video file (40 min.) : color, sound)Subject(s):

Financial risk management

Online resources:

Contents:

Contents: Validation principles -- Predictive ability, discriminatory power and PD calibration -- Cumulative accuracy profile (CAP) -- Accuracy ratio (AR) -- Receiver Operating Characteristic -- Kolmogorov-Smirnov statistic -- Conditional and unconditional tests -- Binomial test -- Hosmer-Lemeshow test -- Spiegelhalter test -- Normal test.

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Holdings
Item type	Current library	Home library	Call number	Status	Date due	Barcode
Books	Chinhoyi University of Technology Libraries	Chinhoyi University of Technology Libraries		Available

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