Machine-Learning-Model-Rolling-forecast
Description
This repository contains a program to use the rolling_grid_search.py in the repository Python-ML-rolling-grid-search. In particular, ML_implementation_parallel.py
-
Implement hyperparameter selection/re-selection and rolling forecast with parallel programming
-
Store the actual exchange rates, the predicted exchange rates, the score of the forecasts, hyperparameters, labels and features as .json file and .csv file
Files
| File Name | Description |
|---|---|
| RFR_result.csv | Scores, labels and features in csv file |
| ML_RFR.json | Scores, labels, features and hyperparameters |
| rolling_grid_search.py | hyperparameter tuning and rolling forecast |
| all_data.csv | the data set |
| ML_implementation_parallel.py | Implementation with parallel programming |