References -- ml-feature-engineering
Place reference materials here:
- Research papers on feature engineering for financial ML.
- Configuration templates and example pipeline configs.
- Links to external documentation (scikit-learn, SHAP, Optuna, etc.).
Key References
- Lopez de Prado, Advances in Financial Machine Learning (2018).
- Hastie, Tibshirani & Friedman, The Elements of Statistical Learning.
- scikit-learn user guide: https://scikit-learn.org/stable/user_guide.html
- SHAP documentation: https://shap.readthedocs.io/