Tomoaki FujiiML For Algo Trading Ch7 ~ Linear Models: From Risk Factors to Asset Return ForecastsJul 14, 2023Jul 14, 2023
Tomoaki FujiiML For Algo Trading Ch4 ~ Financial Feature Engineering - How to Research Alpha FactorsThis is a memo of ML trading application through the book [1]. Please refer to the data creation notebook to prepare data.Jul 9, 2023Jul 9, 2023
Tomoaki FujiiLabeling for Supervised Learning in Finance* This article originates from my blog post. For the implementation and math, please check it out.Sep 23, 2018Sep 23, 2018
Tomoaki FujiiPython Implementation of Bayesian Optimization for Hyperparameter Tuning* The original article is from from my personal blog. Please check it out for more detail version.Sep 3, 2018Sep 3, 2018