fractional-differentiation

Here are 3 public repositories matching this topic...

AhmedElkhateeb11 / afml-multi-stock-pipeline

Leakage-aware financial ML pipeline using event-driven sampling, triple-barrier labeling, fractional differentiation, purged CV, XGBoost, meta-labeling, bet sizing, and backtesting.

python machine-learning time-series random-forest scikit-learn jupyter-notebook xgboost feature-engineering backtesting financial-machine-learning meta-labeling qunatitative-finance fractional-differentiation purged-cross-validation algorithmic-trading-quantitative

Updated Jul 28, 2026
Jupyter Notebook

younis-y / financial-ml-toolkit

Star

Implementation of the Lopez de Prado AFML toolchain end to end: dollar bars, fractional differentiation, triple-barrier and meta-labelling, purged and combinatorial-purged cross-validation, deflated Sharpe, wired to an OpenBB data layer and walk-forward backtester. No strategy result is claimed.

python quantitative-finance backtesting financial-machine-learning meta-labeling openbb deflated-sharpe-ratio triple-barrier-method fractional-differentiation purged-cross-validation

Updated Sep 17, 2026
Python

JavierFernandezGuerra / miax-neural-networks

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[ESP] Master’s Coursework (mIAx): Deep learning for S&P 500 return forecasting: 64-model grid (MLP/RNN/CNN/mixed) + López de Prado investigation track and a model-driven portfolio.

deep-learning tensorflow keras cnn lstm portfolio-construction time-series-forecasting financial-machine-learning lopez-de-prado fractional-differentiation

Updated May 25, 2026
Jupyter Notebook

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