01 · Data Science / Machine Learning
Status: Shipped score · separate researchCommercial credit-risk modeling
Tested whether commercial credit signals separate businesses with observed adverse outcomes, then built a regularized ranking score that now ships in a business-credit product.
Technical detail
- Outcome labels built from public filings with staged name matching
- Regularized logistic regression on percentile-binned inputs
- Held-out, temporal, backward, and forward evaluation
- Python ↔ TypeScript parity on reference examples
- Python
- DuckDB
- NumPy
- pandas
- SciPy
- scikit-learn
- Jupyter
- TypeScript