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Predictors Allowed #58

Closed ijyliu closed 3 months ago

ijyliu commented 3 months ago

Should we allow previous rating to be used as a predictor? 88% of the time there is no change. Should we allow previous rating date? Next rating date?

We may want to construct days since the previous rating issuance.

Clean up or rename date, symbol variables, textual variables related to Sector that are not Sector (Description, etc.)

ijyliu commented 3 months ago

we are allowing previous rating to be used as predictor, as well as previous rating date. not allowing next rating date.

constructed days since rating variable, need to add that to predictions

cleanup of variables in progress

ijyliu commented 3 months ago

For Rating predictions, everything is allowed except the following:

'Rating Rank AAA is 10',
'Investment_Grade', 
'Change Direction Since Last Fixed Quarter Date', 
'Change Since Last Fixed Quarter Date', 
'Next Rating', 
'Next Rating Date', 
'next_rating_date_or_end_of_data'

(Copied from autogluon runs.)