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An In-Depth Guide to Gaussian Process Regression
Training, Predicting, and Understanding Uncertainty with GPR
Jan 16
•
Sofien Kaabar, CFA
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Multi-Step Forecasting With Fourier Transform in Python
How to Use Python to Develop a Fourier Time Series Model
Jan 15
•
Sofien Kaabar, CFA
2
Using the t-Statistic to Validate Your Trading Results
A Golden Performance Evaluation Metric to Understand
Jan 14
•
Sofien Kaabar, CFA
1
What is the Deflated Sharpe Ratio?
Understanding the Main Difference between the Sharpe Ratio and the DSR
Jan 13
•
Sofien Kaabar, CFA
1
Overfitting in Layman's Terms and How to Avoid it
If You Want to Understand Overfitting, This is the Place
Jan 12
•
Sofien Kaabar, CFA
11
Predicting Time Series With Partial Least Squares (PLS) Regression in Python
What are the Pros and Cons of this Algorithm?
Jan 9
•
Sofien Kaabar, CFA
1
Classification vs Regression in Financial Time Series
Predicting Direction is More Useful Than Predicting Price
Jan 8
•
Sofien Kaabar, CFA
6
2
The Cross-Correlation Function to Understand Predictability
Using the CCF to Understand the Lead/Lag Ratio
Jan 7
•
Sofien Kaabar, CFA
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