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PostDateTags
caretEnsemble 4.0August 20, 2024R, caretEnsemble, ML, CV
New Package for Ensembling R ModelsMarch 13, 2013R, CV, ML, caretEnsemble
Time Series Cross-validation 5January 24, 2013R, caret, CV, TS
Error Metrics for Multi-class Problems in R: Beyond Accuracy and KappaJuly 6, 2012R, caret, CV, ML
Time Series Cross-validation 4: Forecasting the S&p 500June 11, 2012R, CV, TS, ML
Benchmarking Time Series ModelsDecember 29, 2011R, CV, TS, ML, code-broken
Time Series Cross-validation 3December 12, 2011R, CV, TS, ML, code-broken
Time Series Cross-validation 2November 22, 2011R, CV, TS, ML
Functional and Parallel Time Series Cross-validationNovember 21, 2011R, CV, TS, ML
Backtesting Part 4: Random StrategiesOctober 21, 2011R, CV, TS, ML
Backtesting a Simple Stock Trading Strategy: Part 3October 17, 2011R, CV, TS, ML
Recession Forecasting Iii: A Better Naive ForecastSeptember 20, 2011R, CV, TS, ML, code-broken
Backtesting Part 2: Splits, Dividends, Trading Costs and Log PlotsSeptember 16, 2011R, CV, TS, ML
Correlations Among Us Stocks: Is It Really Time to Fire Your Adviser?September 15, 2011R, CV, TS, ML
Backtesting a Simple Stock Trading StrategySeptember 13, 2011R, CV, TS, ML
Recession Forecasting Ii: Assessing Hussman's AccuracyAugust 22, 2011R, CV, TS, code-broken
Forecasting RecessionsAugust 9, 2011R, CV, TS
Kaggle Competition Walkthrough: WrapupJune 1, 2011R, kaggle, CV, ML
Kaggle Competition Walkthrough: IntroductionMay 3, 2011R, kaggle, CV, ML
Parallelizing and Cross-validating Feature Selection in RApril 29, 2011R, kaggle, CV, ML

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