Rolling models¶
Some tools/objects to roll a model, currently this object work only with neural network models with PyTorch package. You can find in fynance.neural_network
some other rolling neural network working with Keras (Tensorflow or Theano). And you can also find in fynance.algorithms.allocation
a function to roll some portfolio allocation algorithms.
fynance.models.rolling._RollingBasis (X, y[, …]) |
Base object to roll a neural network model. |
fynance.models.rolling.RollMultiLayerPerceptron (X, y) |
Rolling version of the vanilla neural network model. |