Thank you! Not yet, but it sounds interesting. The possibilities are endless. Currently, I am testing some methods from survival analysis.
The data is very imbalanced; there are very few insolvent companies compared to solvent ones. Therefore, I work with synthetic data in my training dataset. To get the final score, I need to scale the predictions to achieve a heavily right-skewed distribution.
The data is very imbalanced; there are very few insolvent companies compared to solvent ones. Therefore, I work with synthetic data in my training dataset. To get the final score, I need to scale the predictions to achieve a heavily right-skewed distribution.
Currently, I am using the method Platt scaling.