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time-series-aggregation

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Production-ready ML system for credit default prediction on transactional data (458k clients). Features end-to-end pipeline: 1,158 engineered features, ablation & Top-500 pruning, LightGBM HPO (AMEX 0.791, Gini 0.923), multi-seed stability, CLI batch inference (20.1s/458k), and 267/267 automated tests.

  • Updated Aug 9, 2026
  • Python

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