imbalance — Imbalanced Dataset
14 February 2022 Market Abuse. Results for the reduction of false positives alarmsRF MA imbalance FP |
In this last post we finally present if the Random Forest trained on the past activity of the compliance officer is able to classify an alarm as false positive or not.
11 February 2022 Market Abuse. Classification with high imbalanced datasetRF MA imbalance |
In this second post of the series, we introduce: the dataset used for the classification problem, the ML approach that better manages the high-imbalanced dataset and finally the statistical metrics used to measure the goodness of the results.
