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spb/wp44_uqo

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1{2 "horizon": 24,3 "n_train": 4487,4 "n_test": 7177,5 "pos_rate_train": 0.025406730554936485,6 "pos_rate_test": 0.014490734290093354,7 "train_cutoffs": [8  "2020-01",9  "2020-04",10  "2020-07",11  "2020-10"12 ],13 "test_cutoffs": [14  "2023-01",15  "2023-04",16  "2023-07",17  "2023-10",18  "2024-01",19  "2024-04"20 ],21 "zscore_baseline": {22  "auc": 0.8219672046460538,23  "precision_at_20": 0.225,24  "precision_at_50": 0.1433333333333333425 },26 "logistic": {27  "auc": 0.6955241492566531,28  "precision_at_20": 0.09166666666666667,29  "precision_at_50": 0.0633333333333333430 },31 "gbm": {32  "auc": 0.6782876920901804,33  "precision_at_20": 0.08333333333333333,34  "precision_at_50": 0.0966666666666666835 },36 "auc_by_cutoff": {37  "2023-01": {38   "zscore_baseline": 0.7732515984444005,39   "logistic": 0.5957418759475315,40   "gbm": 0.524520466679849841  },42  "2023-04": {43   "zscore_baseline": 0.8345500848896434,44   "logistic": 0.5888794567062817,45   "gbm": 0.533786078098471946  },47  "2023-07": {48   "zscore_baseline": 0.8697174521982706,49   "logistic": 0.715077335281939,50   "gbm": 0.727438801607599651  },52  "2023-10": {53   "zscore_baseline": 0.8317420200318263,54   "logistic": 0.6961059627445473,55   "gbm": 0.743447533464382656  },57  "2024-01": {58   "zscore_baseline": 0.7637286571296723,59   "logistic": 0.7100446085217659,60   "gbm": 0.679510844485463761  },62  "2024-04": {63   "zscore_baseline": 0.8941040534632441,64   "logistic": 0.7379301730060583,65   "gbm": 0.728358628442945466  }67 }68}
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