4 ms·
Advances in Financial Machine Learning Package (Python)
The latest version of mlfinlab (Github) has been released.
A package based on the book: Advances in Financial Machine Learning by Marcos Lopez de Prado.
```pip install mlfinlab```
This new release is our biggest to date and includes code for:
1. Sequentially Bootstrapped Ensembles (Regression & Classification)
2. Purged Cross-Validation
3. Feature Importance
4. Bet Sizing (+ EF3M)
5. ML Asset Allocation (HRP, CLA, IVP)
Documentation can be found on Read-the-Docs.
https://github.com/hudson-and-thames/mlfinlab
- natalyarostova 7y agoWow, thanks so much for sharing this! I've spent a lot of time reading this textbook, and wasn't always able to recreate the functions myself. Do you accept contributions?
- Jackal08 7y agoHi Natalya, We certainly welcome contributions. Please do reach out to us on research@hudsonthames.org Looking forward!
- cogitotech 7y agoCogito offers a complete data collection and processing service for training data as a services for AI and Machine learning based services. It is providing wide range of services like Visual Search, Image Annotation, Machine Learning, Sentiment Analysis, Data Collection, Data Classification, Search Relevance, healthcare training data, contact center services, Content Moderation, Audio Transcription, Video Transcription and OCR Transcription services with high quality and accuracy. Visit: https://www.cogitotech.com/ https://www.cogitotech.com/