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walk-forward

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An implementation of Giuseppe Paleologo's Rademacher Antiserum, designed to assess strategy performance consistency through Rademacher complexity and RAS-adjusted Sharpe Ratios. This code evaluates strategy robustness by applying Rademacher random vectors for anti-overfitting analysis.

  • Updated Nov 15, 2024
  • Python

Oil Production Flow Rate Prediction with Deep Neural Network Algorithm such as Recurrent Neural Network (RNN) and Long-Short Term Memory (LSTM). This Model will testing with Validation method called Walk-Forward Validation (WFV). Basically the validation seperate in two part, the first WFV over actual data and WFV over predicted data.

  • Updated Oct 19, 2024
  • Jupyter Notebook

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