Skip to content
#

de-prado-inspired

Star

Here is 1 public repository matching this topic...

abhijitdeshpande83 / Transformer-for-Time-Series

Star 1

This project explores Attention-Based Transformer Encoders to develop robust buy/sell classification models for financial time series. It addresses market non-stationarity and noise by combining De Prado-inspired preprocessing with a hybrid Transformer-LSTM architecture.

pytorch time-series-classification transformer-lstm optuna-optimization triple-barrier-method de-prado-inspired purged-k-fold-cross-validation
  • Updated Oct 18, 2025
  • Jupyter Notebook

Improve this page

Add a description, image, and links to the de-prado-inspired topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the de-prado-inspired topic, visit your repo's landing page and select "manage topics."

Learn more