Advanced Approach under FRTB(IMA) requires institutions to meet quantitative tests namely Backtesting and PnL attribution..
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Updated
Nov 2, 2023 - Jupyter Notebook
Advanced Approach under FRTB(IMA) requires institutions to meet quantitative tests namely Backtesting and PnL attribution..
Call django model full_clean() when invoke serializer.is_valid() of ModelSerializer.
Small Framework to check that models are validated properly.
Credit default model on Lending Club loans (2013–2015) using only application-time data, with a time-based split, calibration and documented feature exclusions. Logistic regression vs XGBoost
Expert elicitation as a complementary approach to statistical model validation
ASP.NET MVC web app making calculations by the numbers and operation type submitted by the user and logging the calculations with the results in a file
Multiple Linear Regression model for 50_Startups data and Multiple Linear Regression model for ToyotaCorolla data.
ASP .Net Core Web API
Model to identify the potential lead by assigning a score for their rate of conversion. Therefore, reaching out to potential is no more a brainstorming task.
Model Validation & Hyperparameter Tuning for House Price Prediction using Machine Learning
A comprehensive case study on implementing predictive modeling in insurance
Predictive analytics project using SAS Visual Analytics to compare classification models for airline passenger no-show risk and translate model results into operational decisions.
Credit risk analytics workflow covering SQL exploration, credit scoring, model validation, SHAP explainability, counterfactual review and Monte Carlo stress testing.
Include an open engine tool to finetune model parameters based on recorded measurements and optimization techniques
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