Hedging-of-Financial-Derivatives icon indicating copy to clipboard operation
Hedging-of-Financial-Derivatives copied to clipboard

Enhanced credit risks model

Open FreeSpirit11 opened this issue 9 months ago • 1 comments

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

In "Hedging-of-Financial-Derivatives/Credit Risk /CreditRisk.ipynb" Used 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.

FreeSpirit11 avatar May 26 '24 10:05 FreeSpirit11