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AutoML-Asset-Pricing-Pipeline

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An 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.

Creat2025-11-28T06:38:49
Update2025-11-28T07:54:52
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