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Prikvačeni tweet
#mlfinlab 0.5.0 release is ready! Key features added: - Structural breaks tests. - Microstructural and entropy features. - Constant tick size imbalance/run bars. - Time bars. - Optimal Number of Clusters algorithm (ONC). The whole list of changes can be found in release notes.Hvala. Twitter će to iskoristiti za poboljšanje vaše vremenske crte. PoništiPoništi -
Recently
@lopezdeprado posted great lecture slides on variable codependence. Our research team implemented all of them and included into#mlfinlab release. We decided to test metrics on various non-linear variable dependencies and results look great! https://mlfinlab.readthedocs.io/en/latest/implementations/codependence.html …pic.twitter.com/QbZ9gjqndS
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Alexandr Proskurin proslijedio/la je Tweet
Wrote a blog post on the Hierarchical Risk Parity (HRP) algorithm for Machine Learning Asset Allocation. I try to explain the intuition and math behind the algorithm and do a performance analysis with other allocation algorithms. Post - https://hudsonthames.org/an-introduction-to-the-hierarchical-risk-parity-algorithm/ …
@lopezdepradopic.twitter.com/sgJM5vXuHvOvo je potencijalno osjetljiv multimedijski sadržaj. Saznajte više
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Hvala. Twitter će to iskoristiti za poboljšanje vaše vremenske crte. PoništiPoništi
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Excited to give a lecture with
@JacquesQuant at the London School of Economics on the topic of the financial machine learning, its applications, key techniques and how#mlfinlab is used in a full-scale machine learning quantitative research! https://www.facebook.com/events/734217300377896/?event_time_id=734217303711229 …Hvala. Twitter će to iskoristiti za poboljšanje vaše vremenske crte. PoništiPoništi -
Well-known PIN/VPIN is just one of many microstructural features that can be used in HFT algorithms. Kyle, Amihud, Hasbrouck lambdas, tick rule entropies may contain useful information for algorithmic traders. All of them will be added in the next
#mlfinlab release!pic.twitter.com/JYOWilekLA
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9 Pull Requests pending in
#mlfinlab repo, lots of code to review this month. We are on the way to finish all the material described in Advances in Financial Machine Learning book!https://github.com/hudson-and-thames/mlfinlab/pulls …Hvala. Twitter će to iskoristiti za poboljšanje vaše vremenske crte. PoništiPoništi -
PR for Structural Breaks chapter is ready! Managed to speed-up tests (SADF, Chow-Type, Chu-Stinchcombe-White) via multiprocessing, however as
@lopezdeprado said, SADF test computation time is still huge! Any thoughts on the algorithm complexity structure improvements?pic.twitter.com/QzeEuEgHUJ
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Getting ready for a new mlfinlab release. Introducing constant tick size imbalance/run bars for those facing the issue of imbalance bars converging to ticks. Stay tuned!
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For those of you looking how to solve the problem of label dependency in financial machine learning we have posted an article which describes Sequential Bootstrapping algorithm and how it can be applied to solve the problem of label concurrency:https://hudsonthames.org/bagging-in-financial-machine-learning-sequential-bootstrapping/ …
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Really excited about the latest release of mlfinlab (https://github.com/hudson-and-thames/mlfinlab …) based on
@lopezdeprado book. We have managed to get a remarkable performance increase x15000 times in Sequential Bootstrapping implementation! Thanks to the team for hard work and passion!Hvala. Twitter će to iskoristiti za poboljšanje vaše vremenske crte. PoništiPoništi -
Alexandr Proskurin proslijedio/la je Tweet
The latest version of mlfinlab (https://github.com/hudson-and-thames/mlfinlab …) has been released. Time to: "pip install mlfinlab" This new release is our biggest to date and includes code for: 1. Sequentially Bootstrapped Ensembles (Regression & Classification) (
@proskurinalex )pic.twitter.com/L4zmC4LtCu
Prikaži ovu nitHvala. Twitter će to iskoristiti za poboljšanje vaše vremenske crte. PoništiPoništi -
Alexandr Proskurin proslijedio/la je TweetHvala. Twitter će to iskoristiti za poboljšanje vaše vremenske crte. PoništiPoništi
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Alexandr Proskurin proslijedio/la je Tweet
Росія сенсаційно вилетіла з чемпіонату Європи http://fb.me/1pkP4Anya
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Тактичность и корректность украинских подъездов.pic.twitter.com/qrf1OUWj
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