Forsy - Categorical Feature Encoding For Instrument Identity
Categorical Feature Encoding For Instrument Identity
Finance & AccountingCybersecurityProduct & Project ManagementOpen accessPublished 3 Oct 2026
Use when a cross-sectional model needs to know which instrument a row belongs to and the symbol column has hundreds or thousands of levels; smoothed target encoding computed out-of-fold, instead of one-hot columns that are almost all zero.