https://github.com/iffranciscome/t-fold-sv
T-Fold Sequential Validation Technique, a safe replacement for K-Fold when using Financial Time Series Data.
https://github.com/iffranciscome/t-fold-sv
Last synced: 6 months ago
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T-Fold Sequential Validation Technique, a safe replacement for K-Fold when using Financial Time Series Data.
- Host: GitHub
- URL: https://github.com/iffranciscome/t-fold-sv
- Owner: IFFranciscoME
- License: gpl-3.0
- Created: 2021-05-28T00:43:02.000Z (over 4 years ago)
- Default Branch: main
- Last Pushed: 2021-08-11T00:27:31.000Z (about 4 years ago)
- Last Synced: 2024-06-17T22:42:47.360Z (over 1 year ago)
- Language: Python
- Size: 225 KB
- Stars: 1
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.rst
- Changelog: CHANGELOG.rst
- License: LICENSE
Awesome Lists containing this project
README
======
T-Fold
======
An open-source, low code python package for the implementation of the *T-Fold Sequential Validation (T-Fold SV)* method, which is aimed to be the go to method in subsitution to any variation of *K-Fold Cross Validation (K-Fold CV)* method, for the case of Financial Time Series data, specially in a predictive modeling process.
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Documentation
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- Github repository: https://github.com/iffranciscome/T-Fold-SV
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Installation
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- Cloning repository
Clone entire github project
git@github.com:IFFranciscoME/T-Fold-SV.git
(optional) create a virtual environment
virtualenv venv
(optional) activate virtual environment
source ~/venv/bin/activate
and then install dependencies
pip install -r requirements.txt
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Author
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J.Francisco Munnoz - `IFFranciscoME`_ - Is an Associate Professor in the Mathematics and Physics Department, at `ITESO`_ University.
.. _ITESO: https://iteso.mx/
.. _IFFranciscoME: https://iffranciscome.com/
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Current Contributors
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.. image:: https://contrib.rocks/image?repo=IFFranciscoME/T-Fold-SV
:target: https://github.com/IFFranciscoME/T-Fold-SV/graphs/contributors
:alt: Contributors
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License
-------
**GNU General Public License v3.0**
*Permissions of this strong copyleft license are conditioned on making available
complete source code of licensed works and modifications, which include larger
works using a licensed work, under the same license. Copyright and license notices
must be preserved. Contributors provide an express grant of patent rights.*
*Contact: For more information in reggards of this project, please contact francisco.me@iteso.mx*
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LaTeX Test
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$\hat{y_{t}} = \gamma_{t} + \sum_{t=0}^{T} \frac{1}{\beta7}$
\begin{equation}
\hat{y_{t}} = \gamma_{t} + \sum_{t=0}^{T} \frac{1}{\beta7}
\end{equation}
.. math::
\hat{y_{t}} = \gamma_{t} + \sum_{t=0}^{T} \frac{1}{\beta7}