All About Trading!

All About Trading!

Share this post

All About Trading!
All About Trading!
Elastic Net - A Basic Regression Primer in Python

Elastic Net - A Basic Regression Primer in Python

Presenting and Coding a Machine Learning Model on Time Series

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jul 22, 2025
∙ Paid
1

Share this post

All About Trading!
All About Trading!
Elastic Net - A Basic Regression Primer in Python
Share

This article will discuss a machine learning model referred to as Elastic Net. We will download a time series from an online source, transform it (i.e. make it stationary) and will simply apply the model’s tools to forecast t+1 values at each time step. We will just apply a simple performance evaluation tool, that is the accuracy (or hit ratio).

Keep reading with a 7-day free trial

Subscribe to All About Trading! to keep reading this post and get 7 days of free access to the full post archives.

Already a paid subscriber? Sign in
© 2025 Sofien Kaabar
Privacy ∙ Terms ∙ Collection notice
Start writingGet the app
Substack is the home for great culture

Share