{
  "id": 491657,
  "title": "Can stock trading data like the S&P 500 help improve score?",
  "url": "/competitions/home-credit-credit-risk-model-stability/discussion/491657",
  "author_name": "",
  "post_date": "2024-04-06T18:38:51.453098600Z",
  "votes": null,
  "comment_count": 4,
  "views": 0,
  "content": "<p>I have tried incorporating data such as the highs, closing prices, and volatility of the S&amp;P into a baseline model using LightGBM, but the accuracy did not improve much. <br>\nAre there any good economic indicators that can capture issues like Covid or Ukraine?</p>",
  "messages": [
    {
      "id": "2738981",
      "postDate": "04/06/2024 18:38:51",
      "content": "<p>I have tried incorporating data such as the highs, closing prices, and volatility of the S&amp;P into a baseline model using LightGBM, but the accuracy did not improve much. <br>\nAre there any good economic indicators that can capture issues like Covid or Ukraine?</p>",
      "rawMarkdown": "I have tried incorporating data such as the highs, closing prices, and volatility of the S&P into a baseline model using LightGBM, but the accuracy did not improve much. \nAre there any good economic indicators that can capture issues like Covid or Ukraine?",
      "votes": null
    },
    {
      "id": "2739022",
      "postDate": "04/06/2024 19:16:23",
      "content": "<p>not unless you can predict the economic indicators for the future or the competition organizer provides it as part of the test data</p>",
      "rawMarkdown": "not unless you can predict the economic indicators for the future or the competition organizer provides it as part of the test data",
      "votes": null
    },
    {
      "id": "2744529",
      "postDate": "04/10/2024 01:13:15",
      "content": "<p>I am not surprised by your results considering that in practice, there is very little correlation of S&amp;P daily /monthly performance and the probability of someone defaulting on their loan. I am not saying that the economical environment has no effect, I am just saying that it is very low correlation.</p>",
      "rawMarkdown": "I am not surprised by your results considering that in practice, there is very little correlation of S&P daily /monthly performance and the probability of someone defaulting on their loan. I am not saying that the economical environment has no effect, I am just saying that it is very low correlation.",
      "votes": null
    },
    {
      "id": "2746064",
      "postDate": "04/11/2024 03:04:38",
      "content": "<p>Maybe you could try adding dummies to capture the periods that you want. For example, you could flag with 1 the loans provided between 2020 and 2021.</p>",
      "rawMarkdown": "Maybe you could try adding dummies to capture the periods that you want. For example, you could flag with 1 the loans provided between 2020 and 2021.",
      "votes": null
    },
    {
      "id": "2749194",
      "postDate": "04/12/2024 22:33:48",
      "content": "<p>Good idea. I suspect there are public economic data that can help.</p>",
      "rawMarkdown": "Good idea. I suspect there are public economic data that can help.",
      "votes": null
    }
  ],
  "comments": [
    {
      "id": 2739022,
      "author_name": "casras",
      "author_url": "",
      "post_date": "04/06/2024 19:16:23",
      "content": "<p>not unless you can predict the economic indicators for the future or the competition organizer provides it as part of the test data</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 2744529,
      "author_name": "fadylabib",
      "author_url": "",
      "post_date": "04/10/2024 01:13:15",
      "content": "<p>I am not surprised by your results considering that in practice, there is very little correlation of S&amp;P daily /monthly performance and the probability of someone defaulting on their loan. I am not saying that the economical environment has no effect, I am just saying that it is very low correlation.</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 2746064,
      "author_name": "aerojasm",
      "author_url": "",
      "post_date": "04/11/2024 03:04:38",
      "content": "<p>Maybe you could try adding dummies to capture the periods that you want. For example, you could flag with 1 the loans provided between 2020 and 2021.</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 2749194,
      "author_name": "cdeotte",
      "author_url": "",
      "post_date": "04/12/2024 22:33:48",
      "content": "<p>Good idea. I suspect there are public economic data that can help.</p>",
      "votes": null,
      "replies": []
    }
  ],
  "raw_markdown_by_id": {
    "2738981": "I have tried incorporating data such as the highs, closing prices, and volatility of the S&P into a baseline model using LightGBM, but the accuracy did not improve much. \nAre there any good economic indicators that can capture issues like Covid or Ukraine?",
    "2739022": "not unless you can predict the economic indicators for the future or the competition organizer provides it as part of the test data",
    "2744529": "I am not surprised by your results considering that in practice, there is very little correlation of S&P daily /monthly performance and the probability of someone defaulting on their loan. I am not saying that the economical environment has no effect, I am just saying that it is very low correlation.",
    "2746064": "Maybe you could try adding dummies to capture the periods that you want. For example, you could flag with 1 the loans provided between 2020 and 2021.",
    "2749194": "Good idea. I suspect there are public economic data that can help."
  },
  "source": "meta"
}