Modern financial machine learning focuses on structuring data and modeling techniques specifically for the "noisy" nature of markets: :
: Moving away from standard time-based bars to Tick , Volume , or Dollar bars helps synchronized data with market activity levels. Advances in Financial Machine Learning
: Standard cross-validation fails in finance due to data leakage. These techniques remove overlapping or correlated observations to ensure the model isn't "cheating" by looking at the future. Advances in Financial Machine Learning