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# Welcome to gingado!

`gingado` seeks to facilitate the use of machine learning in economic
and finance use cases, while promoting good practices. This package aims
to be suitable for beginners and advanced users alike. Use cases may
range from simple data retrievals to experimentation with machine
learning algorithms to more complex model pipelines used in production.

## Overview

`gingado` is a free, open source library built different
functionalities:

- [**data augmentation**](augmentation.html), to add more data from
official sources, improving the machine models being trained by the
user;

- **relevant** [**datasets**](datasets.html), both real and simulamed,
to allow for easier model development and comparison;

- **automatic** [**benchmark model**](benchmark.html), to assess
candidate models against a reasonably well-performant model;

- *(new!)* **machine learning-based**
[**estimators**](estimators.html), to help answer questions of
academic or practical importance;

- **support for** [**model documentation**](documentation.html), to
embed documentation and ethical considerations in the model
development phase; and

- [**utilities**](utils.html), including tools to allow for lagging
variables in a straightforward way.

Each of these functionalities builds on top of the previous one. They
can be used on a stand-alone basis, together, or even as part of a
larger pipeline from data input to model training to documentation!

> **Tip**
>
> New functionalities are planned over time, so consider checking
> frequently on `gingado` for the latest toolsets.
## Design principles

The choices made during development of `gingado` derive from the
following principles, in no particular order:

- **flexibility**: users can use `gingado` out of the box or build
custom processes on top of it;

- **compatibility**: `gingado` works well with other widely used
libraries in machine learning, such as `scikit-learn` and `pandas`;
and

- **responsibility**: `gingado` facilitates and promotes model
documentation, including ethical considerations, as part of the
machine learning development workflow.

## Acknowledgements

`gingado`’s API is inspired on the following libraries:

- `scikit-learn` (Buitinck et al. 2013)

- `keras` (website [here](https://keras.io/about/) and also, [this
essay](https://medium.com/s/story/notes-to-myself-on-software-engineering-c890f16f4e4d))

- `fastai` (Howard and Gugger 2020)

In addition, `gingado` is developed and maintained using
[`quarto`](https://quarto.org/).

## Presentations, talks, papers

The most current version of the paper describing `gingado` is
[here](https://github.com/dkgaraujo/gingado_comms/blob/main/gingado.pdf).
The paper and other material about `gingado` (ie, slide decks, papers)
in [this dedicated
repository](https://github.com/dkgaraujo/gingado_comms). Interested
users are welcome to visit the repository and comment on the drafts or
slide decks, preferably by opening an
[issue](https://github.com/dkgaraujo/gingado_comms/issues). I also store
in this repository suggestions I receive as issues, so users can see
what others commented (anonymously unless requested) and comment along
as well!

## Install

To install `gingado`, simply run the following code on the terminal:

`$ pip install gingado`

If you use this package in your work, please cite it as below:

Araujo, Douglas KG (2023): “gingado: a machine learning library focused
on economics and finance”, BIS Working Paper No 1122.

@techreport{gingado,
author = {Araujo, Douglas KG},
title = {gingado: a machine learning library focused on economics and finance},
series = {BIS Working Paper},
type = {Working Paper},
institution = {Bank for International Settlements},
year = {2023},
number = {1122}
}

## References

Buitinck, Lars, Gilles Louppe, Mathieu Blondel, Fabian Pedregosa,
Andreas Mueller, Olivier Grisel, Vlad Niculae, et al. 2013. “API Design
for Machine Learning Software: Experiences from the Scikit-Learn
Project.” *CoRR* abs/1309.0238. <http://arxiv.org/abs/1309.0238>.

Howard, Jeremy, and Sylvain Gugger. 2020. “Fastai: A Layered API for
Deep Learning.” *Information* 11 (2).
<https://doi.org/10.3390/info11020108>.

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