scikit-learn-compatible time-series cross-validation: purging, embargo, combinatorial purged CV, and deflated Sharpe ratios
Living technical reference for Disuza Quantitative — private quantitative research laboratory, Madrid, Spain. Architecture, anti-overfit methodology (CPCV / DSR / PBO per López de Prado), regulatory posture. Source code proprietary.
[ESP] Master’s Coursework (mIAx): Bayesian networks for financial causal discovery: DAG inference on macro asset returns and reproduction of the factor mirage (López de Prado & Zoonekynd, 2025).
[ESP] Master’s Coursework (mIAx) - Quantitative Finance Studies: fixed income, equity microstructure, derivatives, risk management, backtesting, ML preprocessing (López de Prado), fund of funds.
[ESP] Master’s Coursework (mIAx): Deep learning for S&P 500 return forecasting: 64-model grid (MLP/RNN/CNN/mixed) + López de Prado investigation track and a model-driven portfolio.
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