This page contains research and presentation material on the topic of instance filtering in machine learning.

**Formal analysis & graphs**: some plots and the simple gain contest analysis between linear and quadratic generators. (original Rmd source code)**Toy model**: A simple illustration of the impact of filtering. (original Rmd source code)

**Simulations**: Simulations on the impact of filtering. (original Rmd source code)

**Portfolio backtesting**: boosted tree-based portfolio construction (out-of-sample). (original Rmd source code)

**Data**(In R format: 1,182 firms & 108 features over 162 months)

**Slides****Working paper**

**Published paper**

**DISCLAIMER**: the **data** and **code** are meant for research and pedagogical use only.