combinatorial-purged-cv

Here are 2 public repositories matching this topic...

eslazarev / purged-cross-validation

scikit-learn-compatible time-series cross-validation: purging, embargo, combinatorial purged CV, and deflated Sharpe ratios

time-series cross-validation sharpe-ratio quantitative-finance cross-validation-time-series mlfinlab walk-forward purged-kfold purged-k-fold-cross-validation lopez-de-prado combinatorial-purged-cv

Updated Oct 25, 2026
Python

landtml / finlab-ml

Star

Python toolkit for financial machine learning, implementing methods from López de Prado’s Advances in Financial Machine Learning: purged cross-validation, triple-barrier labels, fractional differentiation, PBO, deflated Sharpe, HRP and the Monte Carlo experiment.

Updated Oct 14, 2026
Python

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