Mark Aron Szulyovszky f762ceed2a feat(FeatureExtraction): added fractionally differentiated returns to remove lagged returns (#95) ...

* feat(FeatureExtraction): added fractionally differentiated returns to remove lagged returns

* fix(Sweep): config

* fix(Sweep): name

* fix(Sweep): grid

* feat(Config): separated sliding_window_size_level1 & sliding_window_size_level2

* feat(Dependencies): added ray, now using it to parallel process feature extraction

* fix(Dependencies): added pip explicitly

* fix(Dependencies): removed ray from root

* fix(Models): average model was probably not taking the right timestamp to average

* feat(Config): separated expanding_window_level1 & expanding_window_level2

* fix(Config): set n_features_to_select to the optimal 30

2021-12-28 22:50:09 +01:00

..

feature_extractor_presets.py

feat(FeatureExtraction): added fractionally differentiated returns to remove lagged returns (#95)

2021-12-28 22:50:09 +01:00

feature_extractors.py

feat(Models): added debug_future_lookahead, sped up LogisticRegression & DecisionTreeClassifier (#74)

2021-12-22 16:59:03 +01:00

fractional_differentiation.py

feat(FeatureExtraction): added fractionally differentiated returns to remove lagged returns (#95)

2021-12-28 22:50:09 +01:00