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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
/
fi
/
shrinking
14.9 MB
1 contributor
History:
876 commits
P2SAMAPA
Update fi/shrinking/window_results.parquet
a578f91
verified
about 2 hours ago
consensus.parquet
Safe
3.86 kB
xet
Update fi/shrinking/consensus.parquet
1 day ago
model_window_2008.pkl
pickle
Detected Pickle imports (11)
"models.EnsembleForecaster"
,
"numpy._core.multiarray.scalar"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"numpy._core.multiarray._reconstruct"
,
"models.SignatureModel"
,
"sklearn.kernel_ridge.KernelRidge"
,
"numpy.dtype"
,
"signature_core.SignatureComputer"
,
"numpy.ndarray"
,
"sklearn.preprocessing._data.StandardScaler"
,
"kernel_engine.KernelRidgeForecaster"
How to fix it?
1.55 MB
xet
Update fi/shrinking/model_window_2008.pkl
about 2 hours ago
model_window_2009.pkl
pickle
Detected Pickle imports (11)
"models.SignatureModel"
,
"numpy._core.multiarray._reconstruct"
,
"numpy.ndarray"
,
"sklearn.kernel_ridge.KernelRidge"
,
"numpy.dtype"
,
"numpy._core.multiarray.scalar"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"signature_core.SignatureComputer"
,
"models.EnsembleForecaster"
,
"kernel_engine.KernelRidgeForecaster"
,
"sklearn.preprocessing._data.StandardScaler"
How to fix it?
1.46 MB
xet
Update fi/shrinking/model_window_2009.pkl
about 2 hours ago
model_window_2010.pkl
pickle
Detected Pickle imports (11)
"numpy._core.multiarray._reconstruct"
,
"kernel_engine.KernelRidgeForecaster"
,
"numpy._core.multiarray.scalar"
,
"signature_core.SignatureComputer"
,
"sklearn.preprocessing._data.StandardScaler"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"numpy.ndarray"
,
"models.SignatureModel"
,
"numpy.dtype"
,
"sklearn.kernel_ridge.KernelRidge"
,
"models.EnsembleForecaster"
How to fix it?
1.38 MB
xet
Update fi/shrinking/model_window_2010.pkl
about 2 hours ago
model_window_2011.pkl
pickle
Detected Pickle imports (11)
"sklearn.kernel_ridge.KernelRidge"
,
"sklearn.preprocessing._data.StandardScaler"
,
"numpy._core.multiarray._reconstruct"
,
"numpy._core.multiarray.scalar"
,
"numpy.dtype"
,
"models.EnsembleForecaster"
,
"models.SignatureModel"
,
"numpy.ndarray"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"signature_core.SignatureComputer"
,
"kernel_engine.KernelRidgeForecaster"
How to fix it?
1.3 MB
xet
Update fi/shrinking/model_window_2011.pkl
about 2 hours ago
model_window_2012.pkl
pickle
Detected Pickle imports (11)
"numpy.ndarray"
,
"sklearn.kernel_ridge.KernelRidge"
,
"kernel_engine.KernelRidgeForecaster"
,
"signature_core.SignatureComputer"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"numpy._core.multiarray._reconstruct"
,
"models.EnsembleForecaster"
,
"numpy.dtype"
,
"models.SignatureModel"
,
"sklearn.preprocessing._data.StandardScaler"
,
"numpy._core.multiarray.scalar"
How to fix it?
1.21 MB
xet
Update fi/shrinking/model_window_2012.pkl
about 2 hours ago
model_window_2013.pkl
pickle
Detected Pickle imports (11)
"signature_core.SignatureComputer"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"kernel_engine.KernelRidgeForecaster"
,
"sklearn.kernel_ridge.KernelRidge"
,
"numpy.dtype"
,
"models.SignatureModel"
,
"numpy._core.multiarray.scalar"
,
"numpy._core.multiarray._reconstruct"
,
"sklearn.preprocessing._data.StandardScaler"
,
"models.EnsembleForecaster"
,
"numpy.ndarray"
How to fix it?
1.13 MB
xet
Update fi/shrinking/model_window_2013.pkl
about 2 hours ago
model_window_2014.pkl
pickle
Detected Pickle imports (11)
"signature_core.SignatureComputer"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"kernel_engine.KernelRidgeForecaster"
,
"sklearn.kernel_ridge.KernelRidge"
,
"numpy.dtype"
,
"models.SignatureModel"
,
"numpy._core.multiarray.scalar"
,
"numpy._core.multiarray._reconstruct"
,
"sklearn.preprocessing._data.StandardScaler"
,
"models.EnsembleForecaster"
,
"numpy.ndarray"
How to fix it?
1.04 MB
xet
Update fi/shrinking/model_window_2014.pkl
about 2 hours ago
model_window_2015.pkl
pickle
Detected Pickle imports (11)
"numpy._core.multiarray.scalar"
,
"signature_core.SignatureComputer"
,
"sklearn.preprocessing._data.StandardScaler"
,
"sklearn.kernel_ridge.KernelRidge"
,
"numpy.dtype"
,
"models.EnsembleForecaster"
,
"kernel_engine.KernelRidgeForecaster"
,
"models.SignatureModel"
,
"numpy.ndarray"
,
"numpy._core.multiarray._reconstruct"
,
"sklearn.multioutput.MultiOutputRegressor"
How to fix it?
961 kB
xet
Update fi/shrinking/model_window_2015.pkl
about 2 hours ago
model_window_2016.pkl
pickle
Detected Pickle imports (11)
"numpy._core.multiarray.scalar"
,
"signature_core.SignatureComputer"
,
"models.SignatureModel"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"numpy.dtype"
,
"sklearn.kernel_ridge.KernelRidge"
,
"kernel_engine.KernelRidgeForecaster"
,
"numpy._core.multiarray._reconstruct"
,
"models.EnsembleForecaster"
,
"numpy.ndarray"
,
"sklearn.preprocessing._data.StandardScaler"
How to fix it?
877 kB
xet
Update fi/shrinking/model_window_2016.pkl
about 2 hours ago
model_window_2017.pkl
pickle
Detected Pickle imports (11)
"sklearn.multioutput.MultiOutputRegressor"
,
"kernel_engine.KernelRidgeForecaster"
,
"sklearn.kernel_ridge.KernelRidge"
,
"numpy.ndarray"
,
"models.SignatureModel"
,
"numpy.dtype"
,
"signature_core.SignatureComputer"
,
"models.EnsembleForecaster"
,
"numpy._core.multiarray.scalar"
,
"sklearn.preprocessing._data.StandardScaler"
,
"numpy._core.multiarray._reconstruct"
How to fix it?
793 kB
xet
Update fi/shrinking/model_window_2017.pkl
about 2 hours ago
model_window_2018.pkl
pickle
Detected Pickle imports (11)
"sklearn.kernel_ridge.KernelRidge"
,
"signature_core.SignatureComputer"
,
"sklearn.preprocessing._data.StandardScaler"
,
"numpy.ndarray"
,
"kernel_engine.KernelRidgeForecaster"
,
"numpy._core.multiarray.scalar"
,
"numpy._core.multiarray._reconstruct"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"models.EnsembleForecaster"
,
"numpy.dtype"
,
"models.SignatureModel"
How to fix it?
710 kB
xet
Update fi/shrinking/model_window_2018.pkl
about 2 hours ago
model_window_2019.pkl
pickle
Detected Pickle imports (11)
"numpy._core.multiarray._reconstruct"
,
"numpy.dtype"
,
"signature_core.SignatureComputer"
,
"sklearn.kernel_ridge.KernelRidge"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"kernel_engine.KernelRidgeForecaster"
,
"models.EnsembleForecaster"
,
"sklearn.preprocessing._data.StandardScaler"
,
"numpy._core.multiarray.scalar"
,
"numpy.ndarray"
,
"models.SignatureModel"
How to fix it?
626 kB
xet
Update fi/shrinking/model_window_2019.pkl
about 2 hours ago
model_window_2020.pkl
pickle
Detected Pickle imports (11)
"numpy.ndarray"
,
"sklearn.kernel_ridge.KernelRidge"
,
"kernel_engine.KernelRidgeForecaster"
,
"signature_core.SignatureComputer"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"numpy._core.multiarray._reconstruct"
,
"models.EnsembleForecaster"
,
"numpy.dtype"
,
"models.SignatureModel"
,
"sklearn.preprocessing._data.StandardScaler"
,
"numpy._core.multiarray.scalar"
How to fix it?
542 kB
xet
Update fi/shrinking/model_window_2020.pkl
about 2 hours ago
model_window_2021.pkl
pickle
Detected Pickle imports (11)
"models.EnsembleForecaster"
,
"models.SignatureModel"
,
"sklearn.kernel_ridge.KernelRidge"
,
"kernel_engine.KernelRidgeForecaster"
,
"numpy._core.multiarray._reconstruct"
,
"numpy.ndarray"
,
"signature_core.SignatureComputer"
,
"sklearn.preprocessing._data.StandardScaler"
,
"numpy._core.multiarray.scalar"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"numpy.dtype"
How to fix it?
458 kB
xet
Update fi/shrinking/model_window_2021.pkl
about 2 hours ago
model_window_2022.pkl
pickle
Detected Pickle imports (11)
"sklearn.kernel_ridge.KernelRidge"
,
"sklearn.preprocessing._data.StandardScaler"
,
"numpy._core.multiarray._reconstruct"
,
"numpy._core.multiarray.scalar"
,
"numpy.dtype"
,
"models.EnsembleForecaster"
,
"models.SignatureModel"
,
"numpy.ndarray"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"signature_core.SignatureComputer"
,
"kernel_engine.KernelRidgeForecaster"
How to fix it?
374 kB
xet
Update fi/shrinking/model_window_2022.pkl
about 2 hours ago
model_window_2023.pkl
pickle
Detected Pickle imports (11)
"signature_core.SignatureComputer"
,
"numpy.ndarray"
,
"sklearn.kernel_ridge.KernelRidge"
,
"kernel_engine.KernelRidgeForecaster"
,
"models.EnsembleForecaster"
,
"sklearn.preprocessing._data.StandardScaler"
,
"numpy._core.multiarray.scalar"
,
"numpy._core.multiarray._reconstruct"
,
"models.SignatureModel"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"numpy.dtype"
How to fix it?
290 kB
xet
Update fi/shrinking/model_window_2023.pkl
about 2 hours ago
model_window_2024.pkl
pickle
Detected Pickle imports (11)
"numpy.dtype"
,
"numpy._core.multiarray._reconstruct"
,
"numpy.ndarray"
,
"numpy._core.multiarray.scalar"
,
"models.EnsembleForecaster"
,
"models.SignatureModel"
,
"sklearn.preprocessing._data.StandardScaler"
,
"sklearn.kernel_ridge.KernelRidge"
,
"signature_core.SignatureComputer"
,
"sklearn.multioutput.MultiOutputRegressor"
,
"kernel_engine.KernelRidgeForecaster"
How to fix it?
207 kB
xet
Update fi/shrinking/model_window_2024.pkl
about 2 hours ago
window_metrics.parquet
Safe
8.04 kB
xet
Update fi/shrinking/window_metrics.parquet
about 2 hours ago
window_picks.parquet
Safe
3.44 kB
xet
Update fi/shrinking/window_picks.parquet
1 day ago
window_results.parquet
Safe
3.53 kB
xet
Update fi/shrinking/window_results.parquet
about 2 hours ago
