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  1. Cross-validation and basics of causal inference in CatBoost models, export to ONNX format

    by , 05-19-2024 at 02:27 PM
    In the previous articles, I have described various ways to use machine learning algorithms to create trading systems. Some turned out to be quite successful, others (mostly from early publications) were greatly overtrained. Thus, the sequence of my articles reflects the evolution of understanding: what machine learning is actually capable of. We are, of course, talking about the classification of time series.

    The current article is a development of the previous topic and the next