Błażej Kochański is an assistant professor at the Department of Economic Sciences at the Gdańsk University of Technology, banking risk expert. He worked for banks in Poland and Europe, as a risk specialist, planning and analysis manager, chief risk officer, supervisory board member and management consultant. He built numerous credit risk management models, successfully managed credit portfolios and developed effective strategies for managing the risk of retail clients. After moving to academia, he is ready to share his experience, knowledge and intuitions as part of consulting and training, through expert cooperation and scientific publications.
Bifractal receiver operating characteristic curves: a formula for generating receiver operating characteristic curves in credit-scoring contexts
This paper formulates a mathematical model for generating receiver operating characteristic (ROC) curves without underlying data.