Machine Learning, Investment, AI, Sklearn, Quant.
subset_dataset["Sign_2"] X_ = subset_dataset.iloc [:,4:] scaler = StandardScaler() X_scaled = scaler.fit_transform(X_) validation_size = 0.2 seed = 1 # TimeSeriesSplit for cross-validation tscv = TimeSeriesSplit(n_splits=5) Test Options and Evaluation Metrics We define our evaluation metrics,