The Combinatorial Purged Cross-Validation method

Originally published on Towards AI the World's Leading AI and Technology News and Media Company. If you are building an AI-related product or service, we invite you to consider becoming an AI sponsor. At Towards AI, we help scale AI and technology startups. Let us help you unleash your technology to the masses. This article is written by Berend Gort & Bruce Yang, core team members of the Open-Source project AI4Finance.