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Releases: baobach/mlfinpy

Mlfin.py 0.1.2

09 Oct 12:28
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  • Add the ensemble module containing Sequential Bootstrapped Classifier.
  • Add the run_bars method and structural_breaks module.
  • Add the sample_weights module.
  • Add the cross_validation module.
  • Add correspondence tests for each module.
  • Fix docstring typos and errors.
  • Update documents with detailed explanations and examples.
  • Fix Ci-Cd workflow to only build and publish when receiving tag push.

Mlfin.py 0.1.0

03 Oct 14:55
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First release with minimal functionality in the following modules:

  • Data Structure module: Implement standard bars, imbalanced bars, time bars
  • Labelling: Triple barrier method
  • Sampling: Sequential Bootstrapping technique
  • Utilities: Fractionally Differentiated method, Volatility estimator method
  • Multiprocessing: Include njit to improve performance of the indicator matrix method