Discrimination Metrics for Credit Models
curl --request POST \
--url https://api.fincept.in/quantlib/ml/credit/discrimination \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"y_true": [
0,
0,
1,
1,
0,
1,
0,
1
],
"y_score": [
0.12,
0.23,
0.87,
0.92,
0.15,
0.78,
0.09,
0.85
]
}
'import requests
url = "https://api.fincept.in/quantlib/ml/credit/discrimination"
payload = {
"y_true": [0, 0, 1, 1, 0, 1, 0, 1],
"y_score": [0.12, 0.23, 0.87, 0.92, 0.15, 0.78, 0.09, 0.85]
}
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({
y_true: [0, 0, 1, 1, 0, 1, 0, 1],
y_score: [0.12, 0.23, 0.87, 0.92, 0.15, 0.78, 0.09, 0.85]
})
};
fetch('https://api.fincept.in/quantlib/ml/credit/discrimination', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/ml/credit/discrimination",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'y_true' => [
0,
0,
1,
1,
0,
1,
0,
1
],
'y_score' => [
0.12,
0.23,
0.87,
0.92,
0.15,
0.78,
0.09,
0.85
]
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/ml/credit/discrimination"
payload := strings.NewReader("{\n \"y_true\": [\n 0,\n 0,\n 1,\n 1,\n 0,\n 1,\n 0,\n 1\n ],\n \"y_score\": [\n 0.12,\n 0.23,\n 0.87,\n 0.92,\n 0.15,\n 0.78,\n 0.09,\n 0.85\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/ml/credit/discrimination")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"y_true\": [\n 0,\n 0,\n 1,\n 1,\n 0,\n 1,\n 0,\n 1\n ],\n \"y_score\": [\n 0.12,\n 0.23,\n 0.87,\n 0.92,\n 0.15,\n 0.78,\n 0.09,\n 0.85\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/ml/credit/discrimination")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"y_true\": [\n 0,\n 0,\n 1,\n 1,\n 0,\n 1,\n 0,\n 1\n ],\n \"y_score\": [\n 0.12,\n 0.23,\n 0.87,\n 0.92,\n 0.15,\n 0.78,\n 0.09,\n 0.85\n ]\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"gini": 0.756,
"ks_statistic": 0.623,
"auc_roc": 0.878,
"accuracy_ratio": 0.756
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}quantlib-ml
Discrimination Metrics for Credit Models
Calculates comprehensive discrimination metrics including Gini coefficient, KS statistic, AUC-ROC, and accuracy ratio. Essential for validating credit risk models and assessing their ability to distinguish between defaulters and non-defaulters. [Tier: ENTERPRISE, Credits: 10]
POST
/
quantlib
/
ml
/
credit
/
discrimination
Discrimination Metrics for Credit Models
curl --request POST \
--url https://api.fincept.in/quantlib/ml/credit/discrimination \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"y_true": [
0,
0,
1,
1,
0,
1,
0,
1
],
"y_score": [
0.12,
0.23,
0.87,
0.92,
0.15,
0.78,
0.09,
0.85
]
}
'import requests
url = "https://api.fincept.in/quantlib/ml/credit/discrimination"
payload = {
"y_true": [0, 0, 1, 1, 0, 1, 0, 1],
"y_score": [0.12, 0.23, 0.87, 0.92, 0.15, 0.78, 0.09, 0.85]
}
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({
y_true: [0, 0, 1, 1, 0, 1, 0, 1],
y_score: [0.12, 0.23, 0.87, 0.92, 0.15, 0.78, 0.09, 0.85]
})
};
fetch('https://api.fincept.in/quantlib/ml/credit/discrimination', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/ml/credit/discrimination",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'y_true' => [
0,
0,
1,
1,
0,
1,
0,
1
],
'y_score' => [
0.12,
0.23,
0.87,
0.92,
0.15,
0.78,
0.09,
0.85
]
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/ml/credit/discrimination"
payload := strings.NewReader("{\n \"y_true\": [\n 0,\n 0,\n 1,\n 1,\n 0,\n 1,\n 0,\n 1\n ],\n \"y_score\": [\n 0.12,\n 0.23,\n 0.87,\n 0.92,\n 0.15,\n 0.78,\n 0.09,\n 0.85\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/ml/credit/discrimination")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"y_true\": [\n 0,\n 0,\n 1,\n 1,\n 0,\n 1,\n 0,\n 1\n ],\n \"y_score\": [\n 0.12,\n 0.23,\n 0.87,\n 0.92,\n 0.15,\n 0.78,\n 0.09,\n 0.85\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/ml/credit/discrimination")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"y_true\": [\n 0,\n 0,\n 1,\n 1,\n 0,\n 1,\n 0,\n 1\n ],\n \"y_score\": [\n 0.12,\n 0.23,\n 0.87,\n 0.92,\n 0.15,\n 0.78,\n 0.09,\n 0.85\n ]\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"gini": 0.756,
"ks_statistic": 0.623,
"auc_roc": 0.878,
"accuracy_ratio": 0.756
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
application/json
⌘I
