scikit-learn-compatible time-series cross-validation: purging, embargo, combinatorial purged CV, and deflated Sharpe ratios
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Updated
Jun 16, 2026 - Python
scikit-learn-compatible time-series cross-validation: purging, embargo, combinatorial purged CV, and deflated Sharpe ratios
End-to-end ML system for prediction market trading — 521K markets, 78 features, 7 model architectures, walk-forward validation, live VPS A/B across 7 configs. Honest research-stop on alpha decay (NO-GO verdict). AFML methodology: Purged K-Fold, Deflated Sharpe Ratio, meta-labeling, focal loss.
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