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quantitiative

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mbastola / ML-Regression-Infra-End-to-End

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End-to-end Python regression pipeline for Jane Street market data forecasting with Optuna tuning, chronological cross-validation, custom weighted R2 evaluation, model comparison, plots, SHAP explainability, and Docker support.

dockertime-seriesrandom-forestcross-validationregressionkagglexgboosthyperparameter-optimizationlightgbmcustom-metricsmodel-evaluationcatboostmlopsshapoptunajane-streetquantitiativefinancial-machine-learningstatistical-testingmarket-data-forecasting
  • Updated Jun 2, 2026
  • Python

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