purged-kfold

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 4, 2026
Python

Farxida / prediction-market-ml

Star

End-to-end ML system for prediction market trading — 521K markets, 78 features, 7 model architectures, walk-forward validation, live VPS A/B across 7 configs. Honest research-stop on alpha decay (NO-GO verdict). AFML methodology: Purged K-Fold, Deflated Sharpe Ratio, meta-labeling, focal loss.

data-science machine-learning time-series pytorch lightgbm ab-testing quantitative-finance prediction-markets backtesting kelly-criterion paper-trading mlops finbert alpha-decay meta-labeling deflated-sharpe-ratio polymarket walk-forward-validation purged-kfold

Updated Apr 28, 2026
Python

Add this topic to your repo

To associate your repository with the purged-kfold topic, visit your repo's landing page and select "manage topics."

Learn more