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

Project description

EMP-Py

EMP Python Package repository, currently at version 2.0.4.

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

Installation

pip install EMP-PY

Usage

from EMP.metrics import empCreditScoring

scores = [0.34, 0.44, 0.67, 0.83]
classes = [0, 0, 1, 0]
k = 2

# By default will print and return output (no rounding)
empCreditScoring(scores, classes)

# Will only return output (no rounding)
empCreditScoring(scores, classes, print_output=False)

# Will only print output (no rounding)
empCreditScoring(scores, classes, return_output=False)

# Will print and return output with k decimal points
empCreditScoring(scores, classes, rounding=k)

The functions have been co-authored by Thomas Verbraken, Seppe van den Brucke and Cristián Bravo. Python translation by Emiliano Peñaloza and Alexander Hemming.

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