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TR_Agent/PaPP v2/Modello/results/mr_calibration_metrics.json
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Pietro GiacobazziandDevin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com> afcae4fbf7 PaPP v2 Modello: calibrazione rev (isotonic) + curva precisione/copertura + soglia operativa
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-17 09:59:35 +00:00

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{
"method": "isotonic",
"brier_raw": 0.19825470393871938,
"brier_cal": 0.18872294228809272,
"auc": 0.6457651952507415,
"test_base_rate": 0.7297476759628154,
"loso": [
{
"symbol": "EURUSD",
"brier": 0.1813803944436018,
"auc": 0.6746989606877932,
"base": 0.7324227355699628
},
{
"symbol": "USDJPY",
"brier": 0.19381118796660657,
"auc": 0.6742950427540226,
"base": 0.7028252001812962
},
{
"symbol": "USDCHF",
"brier": 0.16726747719373602,
"auc": 0.699568173561329,
"base": 0.7603328331741918
},
{
"symbol": "GBPUSD",
"brier": 0.17639890281257165,
"auc": 0.6957124361813346,
"base": 0.7374227714033539
}
]
}