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Fund Switches Dataset

This dataset was created by data experts and SMEs at Invergence Analytics and contains 120 features across 460,000 records to predict whether a fund manager may switch to another fund. Owing to its real‑world nature, the dataset is highly imbalanced, with few instances of fund‑manager switching.

Updated 7/7/2024
github

Description

Dataset Overview

Basic Information

  • Dataset Name: Fund Switches Model ML Web Application
  • Source: Created by data experts and subject‑matter experts
  • Record Count: 460,000
  • Feature Count: 120
  • Characteristics: Highly imbalanced; few instances of fund‑manager switching

Problem Description

  • Prediction Goal: Forecast fund managers who are likely to switch to another fund
  • Main Challenges:
    • Severe class imbalance
    • Complexity of financial data
    • Very few observed switching events in the industry

Solution

  • Model Type: Ensemble model (VotingClassifier)
  • Base Classifiers:
    • RandomForestClassifier
    • XGBClassifier
    • LightGBMClassifier
  • Primary Evaluation Metric: Recall

Model Performance Metrics

  • Accuracy: 97.62 %
  • Precision: 62.66 %
  • Recall: 65.88 %
  • F1‑Score: 64.23 %
  • ROC‑AUC: 94.9 %

Related Technologies

  • Programming Language: Python
  • Key Libraries:
    • scikit‑learn
    • pandas
    • numpy
    • openpyxl
    • scipy
    • xgboost
    • lightgbm
    • Flask

Application Demonstration

  • Web‑App Framework: Flask
  • Main Features:
    • Raw dataset upload
    • Internal training, preprocessing, and validation
    • Display of model metric results
    • Download of prediction results as an Excel file

Future Improvement Directions

  • Integrate additional models into the UI
  • Enhance user experience
  • Deploy at scale using Django

Contact Information

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Topics

Fund Management
Predictive Analytics

Source

Organization: github

Created: 7/7/2024

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