Figure 7.

Tuning of $\alpha$. Panel (a) shows the best $\alpha$ in each sliding window, defined as the one yielding the highest area under the ROC curve. Panel (b) shows the curve AUC vs. $\alpha$ in two sliding window: the first is 1990–1999 and the last is 2000–2009. In the last window, due to a blurring of technological context, it is not possible to identify the best-performing $\alpha$.