AutoML-Asset-Pricing-Pipeline
PublicAn end-to-end Automated ML pipeline for empirical asset pricing & DJI forecasting. Bridges econometric rigor with modern AI using H2O AutoML. Features include advanced preprocessing (Winsorization, ADF), statistical validation via the Diebold-Mariano test, and model explainability using SHAP values. Optimized for reproducible quantitative research.