Financial Forensics, End Term
If a model predicts the positive class for all observations in a binary classification problem with both positive and negative cases present, which of the following statements is true?
If a model predicts the positive class for all observations in a binary classification problem with both positive and negative cases present, which of the following statements is true? What is the KS of the below gains table? | Rank | Min | Max | Total Volume | Bads Volume | Goods Volume | KS | |---|---|---|---|---|---|---| | 1 | 126 | 152 | 1909 | 0 | 1909 | 0.0000 | | 2 | 152 | 158 | 1909 | 0 | 1909 | 0.0501 | | 3 | 158 | 162 | 1909 | 0 | 1909 | 0.1002 | | 4 | 162 | 167 | 1909 | 1 | 1908 | 0.1502 | | 5 | 167 | 171 | 1909 | 0 | 1909 | 0.1836 | | 6 | 171 | 175 | 1909 | 0 | 1909 | 0.2337 | | 7 | 175 | 180 | 1909 | 0 | 1909 | 0.2838 | | 8 | 180 | 185 | 1909 | 0 | 1909 | 0.3339 | | 9 | 185 | 191 | 1909 | 1 | 1908 | 0.3839 | | 10 | 191 | 198 | 1909 | 1 | 1908 | 0.4173 | | 11 | 198 | 207 | 1909 | 0 | 1909 | 0.4507 | | 12 | 207 | 217 | 1909 | 1 | 1908 | 0.5008 | | 13 | 217 | 229 | 1909 | 0 | 1909 | 0.5342 | | 14 | 229 | 243 | 1909 | 1 | 1908 | 0.5843 | | 15 | 243 | 257 | 1909 | 2 | 1907 | 0.6176 | | 16 | 257 | 274 | 1909 | 3 | 1906 | 0.6343 | | 17 | 274 | 295 | 1909 | 1 | 1908 | 0.6343 | | 18 | 295 | 327 | 1909 | 8 | 1901 | 0.6677 | | 19 | 327 | 383 | 1909 | 12 | 1897 | 0.5843 | | 20 | 383 | 696 | 1909 | 29 | 1880 | 0.4340 | What is the Capture Rate of Bads at top 20%? | Rank | Min | Max | Total Volume | Bads Volume | Goods Volume | KS | |---|---|---|---|---|---|---| | 1 | 126 | 152 | 1909 | 0 | 1909 | 0.0000 | | 2 | 152 | 158 | 1909 | 0 | 1909 | 0.0501 | | 3 | 158 | 162 | 1909 | 0 | 1909 | 0.1002 | | 4 | 162 | 167 | 1909 | 1 | 1908 | 0.1502 | | 5 | 167 | 171 | 1909 | 0 | 1909 | 0.1836 | | 6 | 171 | 175 | 1909 | 0 | 1909 | 0.2337 | | 7 | 175 | 180 | 1909 | 0 | 1909 | 0.2838 | | 8 | 180 | 185 | 1909 | 0 | 1909 | 0.3339 | | 9 | 185 | 191 | 1909 | 1 | 1908 | 0.3839 | | 10 | 191 | 198 | 1909 | 1 | 1908 | 0.4173 | | 11 | 198 | 207 | 1909 | 0 | 1909 | 0.4507 | | 12 | 207 | 217 | 1909 | 1 | 1908 | 0.5008 | | 13 | 217 | 229 | 1909 | 0 | 1909 | 0.5342 | | 14 | 229 | 243 | 1909 | 1 | 1908 | 0.5843 | | 15 | 243 | 257 | 1909 | 2 | 1907 | 0.6176 | | 16 | 257 | 274 | 1909 | 3 | 1906 | 0.6343 | | 17 | 274 | 295 | 1909 | 1 | 1908 | 0.6343 | | 18 | 295 | 327 | 1909 | 8 | 1901 | 0.6677 | | 19 | 327 | 383 | 1909 | 12 | 1897 | 0.5843 | | 20 | 383 | 696 | 1909 | 29 | 1880 | 0.4340 |