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Triple Barrier and Meta Labeling 관련 자료 모음

BetterToday 2022. 10. 14. 14:16
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https://hudsonthames.org/meta-labeling-a-toy-example/

 

Meta Labeling (A Toy Example) - Hudson & Thames

This article explores a toy example of Meta Labeling and how it is used to filter out false positives in classification style machine learning projects.

hudsonthames.org

https://hudsonthames.org/does-meta-labeling-add-to-signal-efficacy-triple-barrier-method/

 

Does Meta Labeling Add to Signal Efficacy? - Hudson & Thames

Advances in Financial Machine Learning: Exploring meta labeling and how it improves the Sharpe ratio and other metrics by filtering out false positives.

hudsonthames.org

https://ai.plainenglish.io/start-using-better-labels-for-financial-machine-learning-6eeac691e660

 

Improve Your ML Model With Better Labels

How to use (Meta)-labelling and the Triple Barrier Method to increase the accuracy of a predictive financial model

ai.plainenglish.io

 

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