Datasets:

P2SAMAPA
/

p2-etf-rough-path-forecaster-results

Tasks:

Time Series Forecasting

Tags:

signature-kernel

etf-forecasting

quantitative-finance

License:

Dataset card Data Studio Files Files and versions

p2-etf-rough-path-forecaster-results / fi /fixed

1.81 MB

1 contributor

History: 160 commits

P2SAMAPA's picture

Update fi/fixed/model.pkl

3255520 verified about 21 hours ago

actuals.parquet

33 kB
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Update fi/fixed/actuals.parquet about 21 hours ago
metrics.json

276 Bytes
Update fi/fixed/metrics.json about 21 hours ago
model.pkl
Detected Pickle imports (11)
- "sklearn.preprocessing._data.StandardScaler",
- "signature_core.SignatureComputer",
- "numpy.dtype",
- "models.EnsembleForecaster",
- "numpy.ndarray",
- "numpy._core.multiarray._reconstruct",
- "numpy._core.multiarray.scalar",
- "sklearn.multioutput.MultiOutputRegressor",
- "sklearn.kernel_ridge.KernelRidge",
- "kernel_engine.KernelRidgeForecaster",
- "models.SignatureModel"
How to fix it?
1.74 MB
xet

Update fi/fixed/model.pkl about 21 hours ago
predictions.parquet

33.1 kB
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Update fi/fixed/predictions.parquet about 21 hours ago