EMP

R package EMP: Expected Maximum Profit Classification Performance Measure. Functions for estimating EMP (Expected Maximum Profit Measure) in Credit Risk Scoring and Customer Churn Prediction, according to Verbraken et al (2013, 2014).

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References in zbMATH (referenced in 2 articles )

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  1. Gero Szepannek: An Overview on the Landscape of R Packages for Credit Scoring (2020) arXiv
  2. Verbraken, Thomas; Bravo, Cristián; Weber, Richard; Baesens, Bart: Development and application of consumer credit scoring models using profit-based classification measures (2014)