This reference is organized by stable import surface and by conceptual family.
| Use case | Import surface |
|---|---|
| Notebook and exploratory work | ml4t.models |
| Structural model protocols | ml4t.models.api |
| Batch and result contracts | ml4t.models.types |
| Config objects | ml4t.models.configs |
| Cross-library handoff | ml4t.models.integration |
The package root re-exports the main model classes, configs, batches, results, and integration helpers.
::: ml4t.models options: show_root_heading: true
::: ml4t.models.api options: show_root_heading: true members: - LatentFactorModel - FactorForecaster - AssetMapper - AssetPredictionModel - StochasticDiscountFactorEstimator - PortfolioModel - PortfolioPostprocessor
::: ml4t.models.types options: show_root_heading: true members: - PersistentPanelBatch - CrossSectionBatch - PortfolioSequenceBatch - FitSummary - LatentFactorState - FactorForecastResult - AssetForecastResult - AssetSignalResult - AssetWeightsResult - StochasticDiscountFactorState - PortfolioWeightsResult - LatentFactorPrediction - PortfolioPrediction
::: ml4t.models.configs options: show_root_heading: true
::: ml4t.models.pipelines options: show_root_heading: true members: - LatentFactorForecastPipeline - PipelineFitResult - PortfolioAllocationPipeline - PortfolioPipelineFitResult
The API Stability page defines the public
surface intended to remain stable through the 0.1 beta series.
::: ml4t.models.integration options: show_root_heading: true
| Namespace | Purpose |
|---|---|
ml4t.models.latent_factors |
structural latent-factor estimators |
ml4t.models.forecasters |
factor-premium forecasters |
ml4t.models.mappers |
asset-level mapping from factor forecasts |
ml4t.models.stochastic_discount_factor |
weight-native SDF estimation and return projections |
ml4t.models.asset_prediction |
direct asset-level predictors |
ml4t.models.portfolio |
end-to-end portfolio learners |