Making the strategy table
Before you implement a strategy, you should first create a strategy table containing all the possible acceptance rates you wish to look at along with their associated bad rates and threshold values. This way, you can begin to see each part of your strategy and how it affects your portfolio.
Automatically calculating all of these values only requires a for
loop, but requires many lines of python code. Don't worry, most of the code is already there. Remember the calculations for threshold and bad rate.
The array accept_rates
has already been populated and loaded into the workspace along with the data frames preds_df_gbt
and test_pred_df
. The arrays thresholds
and bad_rates
have not been populated.
Cet exercice fait partie du cours
Credit Risk Modeling in Python
Exercice interactif pratique
Essayez cet exercice en complétant cet exemple de code.
# Print accept rates
print(____)