4 citations · 11 across the 6 of their papers we have counts for
7 papers
The connection of the stability of the binary choice model with its discriminatory power
M. Pomazanov
The key indicators of model stability are the population stability index (PSI), which uses the difference in population distribution, and the Kolmogorov-Smirnov statistic (KS) betw…
Statistically distinguishable rating scale
Mikhail Pomazanov
The article proposes a method of designing a statistically distinguishable rating scale that is not excessive in relation to the existing observation statistics. This allows for mo…
Method of indirect estimation of default probability dynamics for industry-target segments according to the data of Bank of Russia
Mikhail Pomazanov
A direct method for calculating default rates by industry and target corporate segments is not possible given the lack of statistical data. The proposed paper considers a model for…
Second-order accuracy metrics for scoring models and their practical use
M. V. Pomazanov
The paper proposes new second-order accuracy metrics for scoring or rating models, which show the target preference of the model, it is better to diagnose good objects or better to…
The problem of singularities of higher order curvature corrections in four dimensional string gravity
M. Pomazanov, V. Kolubasova, S. Alexeyev
The influence of higher order (stringly inspired) curvature corrections to the classical General Relativity spherically symmetric solution is studied. In string gravity these curva…
On the structure of some typical singularities for implicit ordinary differential equations
M. V. Pomazanov
We study the systems of ordinary differential equations which are implicit with respect to the higher derivatives, appearing in the linear form, and their solutions near the singul…