mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-27 18:57:55 +00:00
8dd2d887400d51e4f44dcbcf253deb24f3578c45
* chore(Linter): reformatted code with black * Create black.yaml
feat(Project): use SKLearn models directly, removed custom ensembling, use 5 minute data, batch inference, numba cusum filter (#192)
feat(Project): use SKLearn models directly, removed custom ensembling, use 5 minute data, batch inference, numba cusum filter (#192)
Financial time series prediction
And end-to-end pipeline to train predictive Machine Learning models on financial (non-stationary, regime changing) time series. Includes feature selection and meta labelling.
Description
Languages
Python
85%
Jupyter Notebook
15%