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mlfinlab

Here are 2 public repositories matching this topic...

eslazarev / purged-cross-validation

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

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

Updated Sep 27, 2026
Python

BryceMeng / mlfinlab_research_bryce

python finance machine-learning research trading investing portfolio-optimization quantitative-finance algorithmic-trading portfolio-management financial-machine-learning adv-in-financial-machine-leaning mlfinlab

Updated Apr 23, 2020
Jupyter Notebook

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