
from agent-quantspace48
Advanced machine learning tools for quantitative research, including PyCaret training, ML factor generation, and LASSO sparse weight optimization.
This skill provides a comprehensive set of machine learning helpers designed for financial quantitative research. It enables the agent to train models, generate predictions, and handle sparse fitting for index tracking and factor analysis.
Use this skill when you need to perform model training via PyCaret, generate ML-ranked cross-sectional factor pivots, or create rolling LASSO sparse index-tracking weights for portfolio construction.
MLEngine (classification/regression), MLFactorEngine (factor compression), and lasso_track (weight generation).Designed for agents operating within the Agent-QuantSpace framework, likely requiring a Python runtime environment with scientific libraries (pandas, scikit-learn, PyCaret).
This skill has not been reviewed by our automated audit pipeline yet.