home / centre for automotive safety research / Publications / List / Details Publication DetailsTitle | Linearising the ROC and detecting asymmetry: a credit rating example | Authors | Hutchinson TP | Year | 2006 | Type | Journal Article | Abstract | The relative operating characteristic (ROC) was originally used as a signal of possible default, and is usually illustrated as a curve on a linear axis. Paul Hutchison shows that ROC also works if it is linearised. | Journal Title | JASSA, FINSIA Journal of Applied Finance | Journal Volume (Issue) | 2006(3) | Page Range | 38-40 | Page Count | 3 |
Reference | Hutchinson TP (2006). Linearising the ROC and detecting asymmetry: a credit rating example. JASSA, FINSIA Journal of Applied Finance, 2006(3), 38-40. |
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