#Lopez-de-prado

Showing 1 of 1 repositories tagged #lopez-de-prado, ranked by stars

purged-cross-validation

scikit-learn-compatible time-series cross-validation: purging, embargo, combinatorial purged CV, and deflated Sharpe ratios

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Related Topics

#combinatorial-purged-cv #cross-validation #cross-validation-time-series #mlfinlab #purged-k-fold-cross-validation #purged-kfold #quantitative-finance #sharpe-ratio #time-series #walk-forward