Screen quant/ML feature pipelines for look-ahead bias from late-arriving data: measure each signal's leakage susceptibility and gate release until the cross-section is safe. Python, MIT.

data-leakage data-snooping feature-store financial-machine-learning look-ahead-bias lookahead-bias machine-learning point-in-time point-in-time-data quantitative-finance reproducible-research selection-bias
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Screen quant/ML feature pipelines for look-ahead bias from late-arriving data: measure each signal's leakage susceptibility and gate release until the cross-section is safe. Python, MIT.

Python
#data-leakage#data-snooping#feature-store#financial-machine-learning#look-ahead-bias#lookahead-bias#machine-learning#point-in-time#point-in-time-data#quantitative-finance#reproducible-research#selection-bias

Screen quant/ML feature pipelines for look-ahead bias from late-arriving data: measure each signal's leakage susceptibility and gate release until the cross-section is safe. Python, MIT.

Python
#data-leakage#data-snooping#feature-store#financial-machine-learning#look-ahead-bias#lookahead-bias#machine-learning#point-in-time#point-in-time-data#quantitative-finance#reproducible-research#selection-bias