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Datasets:
P2SAMAPA
/
p2-etf-rough-path-forecaster-results
like
0
Tasks:
Time Series Forecasting
Modalities:
Tabular
Formats:
parquet
Size:
1K - 10K
Tags:
rough-path
signature-kernel
log-ode
etf-forecasting
quantitative-finance
Libraries:
Datasets
Dask
Polars
+ 1
License:
mit
Dataset card
Data Studio
Files
Files and versions
xet
Community
1
main
p2-etf-rough-path-forecaster-results
/
equity
/
shrinking
20.9 MB
1 contributor
History:
800 commits
P2SAMAPA
Update equity/shrinking/window_results.parquet
835651c
verified
3 days ago
consensus.parquet
Safe
3.85 kB
xet
Update equity/shrinking/consensus.parquet
6 days ago
model_window_2008.pkl
pickle
Detected Pickle imports (11)
"sklearn.kernel_ridge.KernelRidge"
,
"numpy._core.multiarray._reconstruct"
,
"numpy._core.multiarray.scalar"
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"numpy.ndarray"
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"models.EnsembleForecaster"
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"numpy.dtype"
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"sklearn.multioutput.MultiOutputRegressor"
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"sklearn.preprocessing._data.StandardScaler"
,
"signature_core.SignatureComputer"
,
"models.SignatureModel"
,
"kernel_engine.KernelRidgeForecaster"
How to fix it?
2.17 MB
xet
Update equity/shrinking/model_window_2008.pkl
3 days ago
model_window_2009.pkl
pickle
Detected Pickle imports (11)
"models.SignatureModel"
,
"models.EnsembleForecaster"
,
"sklearn.multioutput.MultiOutputRegressor"
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"numpy._core.multiarray._reconstruct"
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"kernel_engine.KernelRidgeForecaster"
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"signature_core.SignatureComputer"
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"numpy._core.multiarray.scalar"
,
"numpy.dtype"
,
"sklearn.kernel_ridge.KernelRidge"
,
"numpy.ndarray"
,
"sklearn.preprocessing._data.StandardScaler"
How to fix it?
2.05 MB
xet
Update equity/shrinking/model_window_2009.pkl
3 days ago
model_window_2010.pkl
pickle
Detected Pickle imports (11)
"kernel_engine.KernelRidgeForecaster"
,
"sklearn.kernel_ridge.KernelRidge"
,
"numpy.ndarray"
,
"numpy.dtype"
,
"sklearn.preprocessing._data.StandardScaler"
,
"numpy._core.multiarray._reconstruct"
,
"signature_core.SignatureComputer"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"models.EnsembleForecaster"
,
"models.SignatureModel"
,
"numpy._core.multiarray.scalar"
How to fix it?
1.94 MB
xet
Update equity/shrinking/model_window_2010.pkl
3 days ago
model_window_2011.pkl
pickle
Detected Pickle imports (11)
"sklearn.kernel_ridge.KernelRidge"
,
"models.EnsembleForecaster"
,
"kernel_engine.KernelRidgeForecaster"
,
"numpy._core.multiarray.scalar"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"models.SignatureModel"
,
"numpy._core.multiarray._reconstruct"
,
"numpy.dtype"
,
"numpy.ndarray"
,
"sklearn.preprocessing._data.StandardScaler"
,
"signature_core.SignatureComputer"
How to fix it?
1.82 MB
xet
Update equity/shrinking/model_window_2011.pkl
3 days ago
model_window_2012.pkl
pickle
Detected Pickle imports (11)
"kernel_engine.KernelRidgeForecaster"
,
"sklearn.kernel_ridge.KernelRidge"
,
"numpy.ndarray"
,
"sklearn.multioutput.MultiOutputRegressor"
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"numpy._core.multiarray.scalar"
,
"numpy._core.multiarray._reconstruct"
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"models.SignatureModel"
,
"numpy.dtype"
,
"sklearn.preprocessing._data.StandardScaler"
,
"models.EnsembleForecaster"
,
"signature_core.SignatureComputer"
How to fix it?
1.7 MB
xet
Update equity/shrinking/model_window_2012.pkl
3 days ago
model_window_2013.pkl
pickle
Detected Pickle imports (11)
"sklearn.multioutput.MultiOutputRegressor"
,
"numpy.ndarray"
,
"signature_core.SignatureComputer"
,
"numpy._core.multiarray.scalar"
,
"models.SignatureModel"
,
"sklearn.kernel_ridge.KernelRidge"
,
"numpy._core.multiarray._reconstruct"
,
"sklearn.preprocessing._data.StandardScaler"
,
"kernel_engine.KernelRidgeForecaster"
,
"models.EnsembleForecaster"
,
"numpy.dtype"
How to fix it?
1.58 MB
xet
Update equity/shrinking/model_window_2013.pkl
3 days ago
model_window_2014.pkl
pickle
Detected Pickle imports (11)
"numpy.ndarray"
,
"models.SignatureModel"
,
"numpy._core.multiarray.scalar"
,
"kernel_engine.KernelRidgeForecaster"
,
"numpy.dtype"
,
"numpy._core.multiarray._reconstruct"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"models.EnsembleForecaster"
,
"sklearn.kernel_ridge.KernelRidge"
,
"sklearn.preprocessing._data.StandardScaler"
,
"signature_core.SignatureComputer"
How to fix it?
1.47 MB
xet
Update equity/shrinking/model_window_2014.pkl
3 days ago
model_window_2015.pkl
pickle
Detected Pickle imports (11)
"models.SignatureModel"
,
"kernel_engine.KernelRidgeForecaster"
,
"numpy._core.multiarray._reconstruct"
,
"numpy.dtype"
,
"sklearn.kernel_ridge.KernelRidge"
,
"numpy._core.multiarray.scalar"
,
"signature_core.SignatureComputer"
,
"sklearn.preprocessing._data.StandardScaler"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"models.EnsembleForecaster"
,
"numpy.ndarray"
How to fix it?
1.35 MB
xet
Update equity/shrinking/model_window_2015.pkl
3 days ago
model_window_2016.pkl
pickle
Detected Pickle imports (11)
"models.EnsembleForecaster"
,
"numpy.ndarray"
,
"sklearn.preprocessing._data.StandardScaler"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"numpy._core.multiarray.scalar"
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"signature_core.SignatureComputer"
,
"kernel_engine.KernelRidgeForecaster"
,
"numpy._core.multiarray._reconstruct"
,
"numpy.dtype"
,
"sklearn.kernel_ridge.KernelRidge"
,
"models.SignatureModel"
How to fix it?
1.23 MB
xet
Update equity/shrinking/model_window_2016.pkl
3 days ago
model_window_2017.pkl
pickle
Detected Pickle imports (11)
"sklearn.preprocessing._data.StandardScaler"
,
"numpy.dtype"
,
"models.EnsembleForecaster"
,
"models.SignatureModel"
,
"numpy._core.multiarray.scalar"
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"sklearn.kernel_ridge.KernelRidge"
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"sklearn.multioutput.MultiOutputRegressor"
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"kernel_engine.KernelRidgeForecaster"
,
"numpy._core.multiarray._reconstruct"
,
"signature_core.SignatureComputer"
,
"numpy.ndarray"
How to fix it?
1.11 MB
xet
Update equity/shrinking/model_window_2017.pkl
3 days ago
model_window_2018.pkl
pickle
Detected Pickle imports (11)
"kernel_engine.KernelRidgeForecaster"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"numpy.dtype"
,
"numpy._core.multiarray._reconstruct"
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"sklearn.preprocessing._data.StandardScaler"
,
"numpy._core.multiarray.scalar"
,
"sklearn.kernel_ridge.KernelRidge"
,
"signature_core.SignatureComputer"
,
"models.EnsembleForecaster"
,
"numpy.ndarray"
,
"models.SignatureModel"
How to fix it?
995 kB
xet
Update equity/shrinking/model_window_2018.pkl
3 days ago
model_window_2019.pkl
pickle
Detected Pickle imports (11)
"numpy.dtype"
,
"sklearn.preprocessing._data.StandardScaler"
,
"kernel_engine.KernelRidgeForecaster"
,
"sklearn.multioutput.MultiOutputRegressor"
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"sklearn.kernel_ridge.KernelRidge"
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"numpy._core.multiarray.scalar"
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"numpy._core.multiarray._reconstruct"
,
"models.EnsembleForecaster"
,
"models.SignatureModel"
,
"signature_core.SignatureComputer"
,
"numpy.ndarray"
How to fix it?
877 kB
xet
Update equity/shrinking/model_window_2019.pkl
3 days ago
model_window_2020.pkl
pickle
Detected Pickle imports (11)
"sklearn.preprocessing._data.StandardScaler"
,
"kernel_engine.KernelRidgeForecaster"
,
"models.SignatureModel"
,
"numpy.dtype"
,
"sklearn.kernel_ridge.KernelRidge"
,
"signature_core.SignatureComputer"
,
"numpy._core.multiarray.scalar"
,
"numpy.ndarray"
,
"numpy._core.multiarray._reconstruct"
,
"models.EnsembleForecaster"
,
"sklearn.multioutput.MultiOutputRegressor"
How to fix it?
760 kB
xet
Update equity/shrinking/model_window_2020.pkl
3 days ago
model_window_2021.pkl
641 kB
xet
Update equity/shrinking/model_window_2021.pkl
3 days ago
model_window_2022.pkl
pickle
Detected Pickle imports (11)
"kernel_engine.KernelRidgeForecaster"
,
"sklearn.preprocessing._data.StandardScaler"
,
"numpy.ndarray"
,
"models.EnsembleForecaster"
,
"signature_core.SignatureComputer"
,
"numpy._core.multiarray._reconstruct"
,
"numpy.dtype"
,
"models.SignatureModel"
,
"sklearn.kernel_ridge.KernelRidge"
,
"numpy._core.multiarray.scalar"
,
"sklearn.multioutput.MultiOutputRegressor"
How to fix it?
524 kB
xet
Update equity/shrinking/model_window_2022.pkl
3 days ago
model_window_2023.pkl
pickle
Detected Pickle imports (11)
"signature_core.SignatureComputer"
,
"sklearn.preprocessing._data.StandardScaler"
,
"models.SignatureModel"
,
"kernel_engine.KernelRidgeForecaster"
,
"numpy._core.multiarray.scalar"
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"sklearn.multioutput.MultiOutputRegressor"
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"numpy._core.multiarray._reconstruct"
,
"numpy.dtype"
,
"models.EnsembleForecaster"
,
"sklearn.kernel_ridge.KernelRidge"
,
"numpy.ndarray"
How to fix it?
406 kB
xet
Update equity/shrinking/model_window_2023.pkl
3 days ago
model_window_2024.pkl
pickle
Detected Pickle imports (11)
"models.EnsembleForecaster"
,
"kernel_engine.KernelRidgeForecaster"
,
"numpy._core.multiarray._reconstruct"
,
"signature_core.SignatureComputer"
,
"sklearn.kernel_ridge.KernelRidge"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"models.SignatureModel"
,
"numpy._core.multiarray.scalar"
,
"numpy.ndarray"
,
"sklearn.preprocessing._data.StandardScaler"
,
"numpy.dtype"
How to fix it?
290 kB
xet
Update equity/shrinking/model_window_2024.pkl
3 days ago
window_metrics.parquet
Safe
8.04 kB
xet
Update equity/shrinking/window_metrics.parquet
3 days ago
window_picks.parquet
Safe
3.44 kB
xet
Update equity/shrinking/window_picks.parquet
3 days ago
window_results.parquet
Safe
3.53 kB
xet
Update equity/shrinking/window_results.parquet
3 days ago
