
: Using a second ML model to decide whether to act on the primary model's prediction, effectively acting as a "size" or "filter" layer to reduce false positives. Feature Engineering :
: Traditional integer differentiation (like computing returns) removes "memory" from data. Fractional differentiation aims to achieve stationarity while preserving as much memory as possible. Advances in Financial Machine Learning
: A sophisticated labeling technique that classifies observations based on whether they hit a profit take, stop loss, or time limit. : Using a second ML model to decide
: Moving away from standard time-based bars to Tick , Volume , or Dollar bars helps synchronized data with market activity levels. Advances in Financial Machine Learning