Machine Learning with Retraining
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We released an example showing how to use a slightly modified version of the Quantiacs backtester for performing retraining of a machine learning method using retraining intervals chosen by the user. The resulting simulation is very fast. Details can be found at:
https://quantiacs.com/documentation/en/examples/machine_learning_with_a_voting_classifier.html
and the working example can be found in the Examples section of your Development area.