Ask Libor to Confirm Inclusion of Previous Rating

current12 / Stat-222-Project

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Ask Libor to Confirm Inclusion of Previous Rating #79

Closed ijyliu closed 2 months ago

ijyliu commented 3 months ago

Including previous rating is making the prediction problem (even for actual rating) very boring. It's hard for our NLP features to add anything on top of it.

Permutation Test - it's clearly dominating the other features

We should also ask about the order in this stepwise regression setup (note previous rating is in Categorical Feature)

ijyliu commented 3 months ago

maybe want to just make previous rating the last step

ijyliu commented 3 months ago

Potentially do two stepwise sets, one with previous rating never included and one with previous rating always included

ijyliu commented 3 months ago

https://github.com/current12/Stat-222-Project/blob/main/Code/Modelling/Logistic%20Regression/Logistic_Regression_Change_Model.ipynb

currently class weight = 'balanced' is not being picked in grid search (but we are optimizing for accuracy).

could try smote or some other oversampling/undersampling

ijyliu commented 3 months ago

OH 4/16/2024 options

change step order
predict changes. show our current chagne prediction results https://github.com/current12/Stat-222-Project/blob/main/Code/Modelling/Logistic%20Regression/Logistic_Regression_Change_Model.ipynb

ijyliu commented 3 months ago

step order - start with previous rating and show more decimal places!

consider adding ratios, on top of dollar terms versions of financial variables. shift away from just "big company" variables