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macrocephalopod's profile
macrocephalopod
macrocephalopod
macrocephalopod
@macrocephalopod

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macrocephalopod

@macrocephalopod

Paul Allen, Vice President M&A, Pierce & Pierce (Sie/Hir) | Vegan | Silence is Violence | Women’s Rights Are Human Rights | ACAB (Assigned Cephalopod At Birth)

Joined December 2020

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    1. Lily.wav‏ @nope_its_lily 27 Feb 2021

      Friendly reminder to my data scientists that if you randomize train/test data on financial time series data you should probably re-evaluate your life choices

      12 replies 4 retweets 131 likes
      macrocephalopod‏ @macrocephalopod 27 Feb 2021
      Replying to @nope_its_lily

      Depends on the time series, but block cross validation can be okay for some use cases (though obviously only walk-forward gives you anything like a true picture of how your model would perform in a live environment)

      11:40 AM - 27 Feb 2021
      • 12 Likes
      • Randy Martingale Robert Martin Tho Do Alex Roger Filmyer Moj Bailey Morton Jorge Adrian Agustin Lebron
      0 replies 0 retweets 12 likes

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