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Enhance Credit Risk Model Evaluation with Comprehensive Metrics

Open FreeSpirit11 opened this issue 9 months ago • 6 comments

Is your feature request related to a problem? Please describe.

In "Hedging-of-Financial-Derivatives/Credit Risk /CreditRisk.ipynb" Existing model evaluation methods provide limited insights, hindering our ability to optimize models effectively.I want to Use a variety of metrics like ROC-AUC, Precision-Recall, F1-score, and Confusion Matrix in addition to accuracy to get a more comprehensive understanding of model performance.

Describe the solution you'd like

Implement a "Comprehensive Model Evaluation" section with advanced metrics and visualizations for a deeper understanding of model performance.

Describe alternatives you've considered

Manual calculation of additional metrics or external tools may be used, but they are time-consuming and error-prone.

Additional context

This feature will elevate our model assessment practices, providing invaluable insights to drive performance improvements.

FreeSpirit11 avatar May 20 '24 09:05 FreeSpirit11