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spb/wp44_uqo

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1{2 "horizon": 12,3 "n_train": 9202,4 "n_test": 9626,5 "pos_rate_train": 0.008259074114322973,6 "pos_rate_test": 0.004674838977768544,7 "train_cutoffs": [8  "2020-01",9  "2020-04",10  "2020-07",11  "2020-10",12  "2021-01",13  "2021-04",14  "2021-07",15  "2021-10"16 ],17 "test_cutoffs": [18  "2023-01",19  "2023-04",20  "2023-07",21  "2023-10",22  "2024-01",23  "2024-04",24  "2024-07",25  "2024-10"26 ],27 "zscore_baseline": {28  "auc": 0.6450057405281286,29  "precision_at_20": 0.06875,30  "precision_at_50": 0.032531 },32 "logistic": {33  "auc": 0.5676466154078096,34  "precision_at_20": 0.0,35  "precision_at_50": 0.00536 },37 "gbm": {38  "auc": 0.699530320425843,39  "precision_at_20": 0.037500000000000006,40  "precision_at_50": 0.0341 },42 "auc_by_cutoff": {43  "2023-01": {44   "zscore_baseline": 0.5575213675213675,45   "logistic": 0.4625641025641026,46   "gbm": 0.639017094017094147  },48  "2023-04": {49   "zscore_baseline": 0.7220808594854397,50   "logistic": 0.4871359909527848,51   "gbm": 0.622561492790500452  },53  "2023-07": {54   "zscore_baseline": 0.6789346246973366,55   "logistic": 0.40084745762711865,56   "gbm": 0.800484261501210757  },58  "2023-10": {59   "zscore_baseline": 0.686683347233806,60   "logistic": 0.4867945510147345,61   "gbm": 0.656380316930775662  },63  "2024-01": {64   "zscore_baseline": 0.9966749792186201,65   "logistic": 0.02493765586034913,66   "gbm": 0.995843724023275167  },68  "2024-04": {69   "zscore_baseline": 0.6180727874276262,70   "logistic": 0.5682382133995038,71   "gbm": 0.843052109181141472  },73  "2024-07": {74   "zscore_baseline": 0.6461569910057237,75   "logistic": 0.5384300899427636,76   "gbm": 0.756336876533115377  },78  "2024-10": {79   "zscore_baseline": 0.7091543513957307,80   "logistic": 0.5158045977011495,81   "gbm": 0.771756978653530482  }83 }84}
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