Published onMarch 8, 2024Hyper-Parameter Tuning with Cross-Validationfinancial-modelingHyper-parameter tuning is crucial for optimizing machine learning (ML) algorithms. Effective tuning results in improved real-world performance.
Published onMarch 8, 2024Hierarchical Risk Parity, A Modern Portfolio Construction MethodoptimizationA cutting-edge method for constructing financial portfolios, called Hierarchical Risk Parity (HRP). This method overcomes challenges posed by traditional techniques, by using modern mathematics and machine learning.