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PaPP v2: Fase 3 - architettura classificatore extra-rendimento (walk-forward + OOS)

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Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
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Pietro Giacobazzi
2026-06-17 07:45:46 +00:00
co-authored by Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
parent d441454767
commit fe10be5ecc
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PaPP v2/Modello/results/oos_metrics.json
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{
"n": 3951,
"base_rate": 0.49253353581371806,
"auc": 0.5241849128463528,
"acc": 0.5206276891926095,
"brier": 0.2758629924455611,
"prec_top_decile": 0.48860759493670886,
"lift_top_decile": 0.9920290892060312
}
PaPP v2/Modello/results/walkforward_folds.csv
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n,base_rate,auc,acc,brier,prec_top_decile,lift_top_decile,fold,test_years
506,0.6027667984189723,0.5552565043634288,0.5533596837944664,0.2929861795083319,0.66,1.0949508196721314,0,2007-2007
528,0.4431818181818182,0.4868160939589511,0.48674242424242425,0.3025718576380564,0.19230769230769232,0.43392504930966475,1,2008-2008
618,0.5857605177993528,0.48292904005524856,0.46116504854368934,0.32693476077811057,0.5081967213114754,0.8675844579295353,2,2009-2009
570,0.44912280701754387,0.5532568670382165,0.531578947368421,0.28012422532136644,0.631578947368421,1.40625,3,2010-2010
669,0.554559043348281,0.3955570831599703,0.4200298953662182,0.3276694334072587,0.3484848484848485,0.6283999019848078,4,2011-2011
616,0.5227272727272727,0.5127920733510796,0.5032467532467533,0.2825509892233342,0.5901639344262295,1.129009265858874,5,2012-2012
583,0.5265866209262435,0.5670466883821933,0.5214408233276158,0.2796922887853283,0.7068965517241379,1.342412669886555,6,2013-2013
565,0.2884955752212389,0.5871104599700881,0.4424778761061947,0.3559192608214337,0.17857142857142858,0.6189745836985101,7,2014-2014
627,0.45614035087719296,0.46299448352234274,0.49920255183413076,0.31880860582951115,0.3709677419354839,0.8132754342431763,8,2015-2015
749,0.4512683578104139,0.5659165838840179,0.5046728971962616,0.2895300011880442,0.6756756756756757,1.4972813049736124,9,2016-2016
628,0.6496815286624203,0.4584336007130124,0.49044585987261147,0.2895065709863026,0.3870967741935484,0.5958254269449715,10,2017-2017
622,0.5,0.41347794170862584,0.45980707395498394,0.29186125547058084,0.2903225806451613,0.5806451612903226,11,2018-2018
707,0.36633663366336633,0.5378947186982901,0.5487977369165488,0.27594238285206885,0.5142857142857142,1.4038610038610038,12,2019-2019
1 n base_rate auc acc brier prec_top_decile lift_top_decile fold test_years
2 506 0.6027667984189723 0.5552565043634288 0.5533596837944664 0.2929861795083319 0.66 1.0949508196721314 0 2007-2007
3 528 0.4431818181818182 0.4868160939589511 0.48674242424242425 0.3025718576380564 0.19230769230769232 0.43392504930966475 1 2008-2008
4 618 0.5857605177993528 0.48292904005524856 0.46116504854368934 0.32693476077811057 0.5081967213114754 0.8675844579295353 2 2009-2009
5 570 0.44912280701754387 0.5532568670382165 0.531578947368421 0.28012422532136644 0.631578947368421 1.40625 3 2010-2010
6 669 0.554559043348281 0.3955570831599703 0.4200298953662182 0.3276694334072587 0.3484848484848485 0.6283999019848078 4 2011-2011
7 616 0.5227272727272727 0.5127920733510796 0.5032467532467533 0.2825509892233342 0.5901639344262295 1.129009265858874 5 2012-2012
8 583 0.5265866209262435 0.5670466883821933 0.5214408233276158 0.2796922887853283 0.7068965517241379 1.342412669886555 6 2013-2013
9 565 0.2884955752212389 0.5871104599700881 0.4424778761061947 0.3559192608214337 0.17857142857142858 0.6189745836985101 7 2014-2014
10 627 0.45614035087719296 0.46299448352234274 0.49920255183413076 0.31880860582951115 0.3709677419354839 0.8132754342431763 8 2015-2015
11 749 0.4512683578104139 0.5659165838840179 0.5046728971962616 0.2895300011880442 0.6756756756756757 1.4972813049736124 9 2016-2016
12 628 0.6496815286624203 0.4584336007130124 0.49044585987261147 0.2895065709863026 0.3870967741935484 0.5958254269449715 10 2017-2017
13 622 0.5 0.41347794170862584 0.45980707395498394 0.29186125547058084 0.2903225806451613 0.5806451612903226 11 2018-2018
14 707 0.36633663366336633 0.5378947186982901 0.5487977369165488 0.27594238285206885 0.5142857142857142 1.4038610038610038 12 2019-2019