feature-engineering
2 free lessons tagged feature-engineering across AI. Each one is a short sequence of focused steps with narration and a five-question quiz at the end — take them in any order, no signup required.
What Is Actually in an Order Book, and What a Model Can See
Before choosing an architecture you have to decide what the input is, and an order book offers several incompatible representations that are not equally informative. This lesson covers what each data level contains, why raw prices are the wrong features, and the representation choices that decide more than the model does.
Features: Stationarity Without Erasing the Memory
Prices are non-stationary and returns are stationary but forget everything, so the standard fix throws away the level information a model needed. This lesson builds fractional differentiation, which makes the choice a dial rather than a switch, and shows by computation that most of the memory can be kept while still passing a stationarity test.