Quant research pipeline for XAUUSD regime classification using macroeconomic features, Random Forest, Temporal Convolutional Networks (TCN), walk-forward validation, and trading-system backtesting.
Paper aims To do a comprehensive review of the exact and heuristic methods, software/programming languages, constraints, and types of analysis (technical and fundamental) used to solve the portfolio ...
Given the data fetched from Fama French website, change the training and test time in the main function, read and split the data. data_process/input.py: The input data from arg param to constructing ...