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mohammadmostafavi-ai/AutoML-Asset-Pricing-Pipeline

An end-to-end Automated ML pipeline for empirical asset pricing & DJI forecasting. Bridges econometric rigor with modern AI using H2O AutoML. Features include advanced preprocessing (Winsorization, ADF), statistical validation via the Diebold-Mariano test, and model explainability using SHAP values. Optimized for reproducible quantitative research.

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GNU General Public License v3.0
Created November 27, 2025
Updated November 30, 2025
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