Ensemble price forecasting with volatility prediction (XGBoost on cached features). Multiple simulated paths per request; CRPS scoring for calibration and sharpness. Synthetic price data for options and portfolio analytics. Python, XGBoost, NumPy, Pandas, properscoring, Pyth API, PostgreSQL, Pydantic, Docker.
☆19Mar 13, 2026Updated 6 months ago
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