Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
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fix: cMDA function in ch6_feature_importance_analysis.py, should the following code be outside of train test for loop
5292b3cView on GitHubfix: req.txt update to scikit-learn, and param in BaggingClassifier
a478338View on GitHubFixed attribute name `fit.enumerators_` to `fit.estimators`
bdef84eView on GitHubWhy is the book talking about look-forward window? You only have a look-back window of latest data-points
f479fb3View on GitHub