Avi Chad-Friedman achad4

achad4 / synthetic_leases.py

Created July 12, 2021 17:46

	now = datetime.now()
	start = now.replace(day=1, hour=0, minute=0, second=0, microsecond=0)
	start = start + timedelta(days=31)
	stop = start + timedelta(days=30 * 36)

	synth_certs = pd.DataFrame()
	for dt in rrule.rrule(rrule.MONTHLY, dtstart=start, until=stop):
	#THE SEASONALITY CURVE IS MEASURED (in SQL) DIRECTLY FROM OUR DATA
	cohort_size = (
	cert_ramp_seasonality_df[

achad4 / default_simulation.sql

Created July 12, 2021 17:35

	SELECT
	lease_dim_id,
	reporting_month AS simulated_default_month
	FROM
	(
	--
	SELECT
	*,
	ROW_NUMBER() OVER(PARTITION BY certificate_dim_id ORDER BY (RANDOM() * COALESCE(perc_losses_expected+in_month,0)) DESC) AS rnk
	FROM ll_fact_lease_ts ts

achad4 / synthetic_leases.py

Created July 12, 2021 17:31

	now = datetime.now()
	start = now.replace(day=1, hour=0, minute=0, second=0, microsecond=0)
	start = start + timedelta(days=31)
	stop = start + timedelta(days=30 * 36)

	synth_certs = pd.DataFrame()
	for dt in rrule.rrule(rrule.MONTHLY, dtstart=start, until=stop):
	#THE SEASONALITY CURVE IS MEASURED (in SQL) DIRECTLY FROM OUR DATA
	cohort_size = (
	cert_ramp_seasonality_df[

achad4 / synthetic_leases.py

Created July 12, 2021 17:30

	now = datetime.now()
	start = now.replace(day=1, hour=0, minute=0, second=0, microsecond=0)
	start = start + timedelta(days=31)
	stop = start + timedelta(days=30 * 36)

	synth_certs = pd.DataFrame()
	for dt in rrule.rrule(rrule.MONTHLY, dtstart=start, until=stop):
	#THE SEASONALITY CURVE IS MEASURED (in SQL) DIRECTLY FROM OUR DATA
	cohort_size = (
	cert_ramp_seasonality_df[

achad4 / gist:d3d08364a1e197b77b5da9b292affffa

Created July 12, 2021 17:29

Python code to generate synthetic lease data and simulate lifecycles from pre-trained model

	now = datetime.now()
	start = now.replace(day=1, hour=0, minute=0, second=0, microsecond=0)
	start = start + timedelta(days=31)
	stop = start + timedelta(days=30 * 36)

	synth_certs = pd.DataFrame()
	for dt in rrule.rrule(rrule.MONTHLY, dtstart=start, until=stop):
	#THE SEASONALITY CURVE IS MEASURED (in SQL) DIRECTLY FROM OUR DATA
	cohort_size = (
	cert_ramp_seasonality_df[