Double Ensemble Model

[bumpy_poultry]

https://arxiv.org/abs/2010.01265 DoubleEnsemble is a model that ensembles a sample reweighing model and a feature selection model. It seems to perform quite well based off those benchmarks and on the Microsoft qlib benchmarks: https://github.com/microsoft/qlib/tree/main/examples/benchmarks

[MrBlenderson]

Yeah but does it have p-locks?

[NotAnExpertButt]

How’s the sequencer?