End-to-end Python regression pipeline for Jane Street market data forecasting with Optuna tuning, chronological cross-validation, custom weighted R2 evaluation, model comparison, plots, SHAP explainability, and Docker support.
docker time-series random-forest cross-validation regression kaggle xgboost hyperparameter-optimization lightgbm custom-metrics model-evaluation catboost mlops shap optuna jane-street quantitiative financial-machine-learning statistical-testing market-data-forecasting
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Updated
Jun 2, 2026 - Python