[N] Major Release for mlfinlab
The latest version of mlfinlab (Github) has been released.
A package based on the book: Advances in Financial Machine Learning by Marcos Lopez de Prado.
“`pip install mlfinlab“`
This new release is our biggest to date and includes code for:
- Sequentially Bootstrapped Ensembles (Regression & Classification)
- Purged Cross-Validation
- Feature Importance
- Bet Sizing (+ EF3M)
- ML Asset Allocation (HRP, CLA, IVP)
Documentation can be found on Read-the-Docs.