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Estimated value profiling

The strategy table, strat_df, can be used to maximize the estimated portfolio value and minimize expected loss. Extending this table and creating some plots can be very helpful to this end.

The strat_df data frame is loaded and has been enhanced already with the following columns:

Column Description
Num Accepted Loans The number of accepted loans based on the threshold
Avg Loan Amnt The average loan amount of the entire test set
Estimated value The estimated net value of non-defaults minus defaults

Deze oefening maakt deel uit van de cursus

Credit Risk Modeling in Python

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Praktische interactieve oefening

Probeer deze oefening eens door deze voorbeeldcode in te vullen.

# Print the contents of the strategy df
print(____)
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