Mlfinpy

Latest version: v0.1.2

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0.1.2

- Add the `ensemble` module containing Sequential Bootstrapped Classifier.
- Add the `run_bars` method and `structural_breaks` module.
- Add the `sample_weights` module.
- Add the `cross_validation` module.
- Add correspondence tests for each module.
- Fix docstring typos and errors.
- Update documents with detailed explanations and examples.
- Fix Ci-Cd workflow to only build and publish when receiving tag push.

0.1.0

First release with minimal functionality in the following modules:
- Data Structure module: Implement standard bars, imbalanced bars, time bars
- Labelling: Triple barrier method
- Sampling: Sequential Bootstrapping technique
- Utilities: Fractionally Differentiated method, Volatility estimator method
- Multiprocessing: Include `njit` to improve performance of the indicator matrix method

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