ML Predictions

Demo

Model

XGBoost

v1 — 200 estimators

AUC

0.793

Time-series 5-fold CV

F1 Score

0.736

Balanced precision/recall

Features

38

Across 8 categories

Bond Buyer Leaderboard

#

Bank

Assets

Buy Score

Signal

1

First National Bank

TX

$875K

94

securities z

2

Heritage Community Bank

OH

$425K

88

buying rate 4q

3

Pinnacle State Bank

IL

$612K

82

liquidity ratio

4

Valley Commerce Bank

CA

$950K

77

securities momentum 4q

5

Heartland Federal S&L

KS

$310K

71

excess capital

6

Pacific Coast Bank

OR

$545K

69

nim trend

7

Granite State Trust

NH

$280K

63

deposit growth qoq

8

Ozark Mountain Bank

MO

$190K

60

asset growth yoy

9

Community First S&L

WV

$95K

52

equity to assets

10

Farmers Exchange Bank

IA

$78K

45

loan growth qoq

Feature Importance

securities_z11.1%

liquidity_z9.5%

liquidity_ratio3.1%

agency_pct2.9%

nim_4q_avg2.8%

buying_rate_4q2.6%

securities_momentum_4q2.4%

excess_capital2.2%

roa_trend2.0%

deposit_growth_qoq1.8%