Sensitivity analysis tool originally built for optimizing portfolio trading strategies, but useful for any timeseries oriented predictive modeling. Includes a simple 'cluster finder' for determining the most robust parameter set with least variance across the subspace.
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Sensitivity analysis tool originally built for optimizing portfolio trading strategies, but useful for any timeseries oriented predictive modeling. Includes a simple 'cluster finder' for determining the most robust parameter set with least variance across the subspace.
justinlent/modelOptimizeR
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Sensitivity analysis tool originally built for optimizing portfolio trading strategies, but useful for any timeseries oriented predictive modeling. Includes a simple 'cluster finder' for determining the most robust parameter set with least variance across the subspace.
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