purgedcv 0.1.7
scikit-learn-compatible cross-validation for time-series and financial machine learning: purging, embargoes, combinatorial purged CV, and deflated Sharpe ratios.
Sources
- T1purgedcv 0.1.7PyPI / crates.io / RubyGems / Go index / NuGet
scikit-learn-compatible cross-validation for time-series and financial machine learning: purging, embargoes, combinatorial purged CV, and deflated Sharpe ratios.