
V4FinBench
Financial distress prediction under extreme class imbalance, with evaluation across companies and over time.
Problem, approach & my contribution
- The problem
- Rare distress events and time-dependent data can make a strong-looking model unreliable.
- The approach
- Compare boosted models using company-grouped validation, temporal testing, feature-timing audits, and SHAP.
- My contribution
- A portfolio benchmark exploring careful evaluation, leakage risks, and explainability.