Notes
For each indicator, two thresholds are set; a heightened and a critical. These thresholds are the outcome of the univariate analysis of each indicator against the binarized target indicator. This modeling aims to minimize a loss function, which is a weighted average between the False Positive Rate and the False Negative Rate. For the heightened risk thresholds a heavier weight is put on minimizing the False Negative Rate and for the critical risk thresholds a heavier weight is put on minimizing the False Positive Rate.