Chapter 12: Advanced Models for Tabular Data
Bayesian Hyperparameter Optimization Under Temporal Dependence intermediate
Hyperparameter search is part of the statistical design, not a software convenience layer.
Hyperparameter search is part of the statistical design, not a software convenience layer.
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References
Advances in Financial Machine Learning
Marcos Lopez de Prado
(2018)
— John Wiley & Sons
Seeking Better Sharpe Ratio via Bayesian Optimization
Peng Liu
(2023)
— The Journal of Portfolio Management