Table 2.
selection model | r.fun. | N | only P | only S | P + S | F1 score | AUC(P) | AUC(S) | RS |
---|---|---|---|---|---|---|---|---|---|
MUST, 3y shift, top 60 | sum | 45% | 37% | 12% | 7% | 0.658 (32) | 0.696 (50) | 0.429 (70) | 0.216 |
MUST, 5y shift, top 60 | sum | 50% | 38% | 7% | 5% | 0.669 (15) | 0.803 (11) | 0.514 (65) | 0.164 |
HOSTAS, no shift, top 60 | sum | 23% | 52% | 7% | 18% | 0.458 (83) | 0.628 (43) | 0.570 (62) | 0.428 |
HOSTAS, 2y shift, top 60 | sum | 42% | 32% | 15% | 12% | 0.478 (83) | 0.642 (12) | 0.482 (44) | 0.336 |
HOSTAS, 3y shift, top 60 | sum | 47% | 37% | 10% | 7% | 0.597 (77) | 0.718 (1) | 0.449 (72) | 0.196 |
HOSTAS, 5y shift, top 60 | sum | 67% | 27% | 5% | 2% | 0.584 (76) | 0.696 (10) | 0.548 (5) | 0.068 |
DIGICOD, no shift, top 30 | z-score | 27% | 40% | 7% | 27% | 0.422 (71) | 0.735 (28) | 0.596 (8) | 0.379 |
DIGICOD, 2y shift, top 30 | z-score | 43% | 30% | 10% | 17% | 0.468 (82) | 0.643 (45) | 0.597 (16) | 0.292 |
DIGICOD, 3y shift, top 30 | sum | 50% | 37% | 10% | 3% | 0.596 (77) | 0.680 (28) | 0.353 (43) | 0.113 |
PROCOAC, 2y shift, top 30 | z-score | 23% | 30% | 27% | 20% | 0.510 (79) | 0.695 (12) | 0.592 (11) | 0.438 |
PROCOAC, 3y shift, top 30 | sum | 40% | 47% | 7% | 7% | 0.626 (75) | 0.677 (72) | 0.392 (35) | 0.200 |
PROCOAC, 5y shift, top 30 | sum | 50% | 40% | 7% | 3% | 0.615 (77) | 0.679 (35) | 0.476 (19) | 0.128 |
CHECK, 2y shift, top 150 | z-score | 35% | 31% | 21% | 14% | 0.507 (59) | 0.697 (20) | 0.621 (2) | 0.449 |
screening model, top 150 | z-score | 29% | 30% | 18% | 23% | 0.544 (47) | 0.667 (60) | 0.617 (36) | 0.537 |
uninformed selection | 63% | 12% | 20% | 5% | — | — | — | — |