File size: 1,362 Bytes
0013516
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
{
  "model_type": "horizon_causal_dit",
  "version": "1.0.0",
  "architecture": {
    "type": "ConditionalDiT1D",
    "d_model": 768,
    "n_blocks": 16,
    "n_heads": 12,
    "d_in": 5,
    "T": 63,
    "dropout": 0.0,
    "mlp_ratio": 4.0,
    "d_c_vec_raw": 17,
    "n_event_types": 8,
    "L_max": 8,
    "d_nl": 384,
    "nl_bottleneck_dim": 256,
    "n_nl_tokens": 4,
    "total_params": 172376579
  },
  "training": {
    "steps": 200000,
    "batch_size": 128,
    "grad_accumulation": 2,
    "effective_batch": 256,
    "learning_rate": 3e-4,
    "warmup_steps": 5000,
    "optimizer": "AdamW",
    "weight_decay": 0.01,
    "precision": "bf16",
    "sigma_data": 0.9904,
    "final_loss": 0.06
  },
  "data": {
    "n_symbols": 50,
    "n_headlines": 1054286,
    "n_macro_series": 48,
    "n_training_windows": 317650,
    "window_size": 63,
    "date_range": "2000-01-04 to 2026-05-04"
  },
  "causal": {
    "graph_nodes": 14,
    "graph_edges": 18,
    "guidance_scale_default": 2.0,
    "inversion_steps": 100,
    "sampling_steps": 15,
    "sigma_max": 2.0,
    "calibrated": true
  },
  "benchmark": {
    "world_properties": "5/5 PASS",
    "causal_validity": "3/3 PASS",
    "natural_experiments": "42/42 RBI events direction match",
    "calibration_error_rate_cut": "2.4%",
    "counterfactual_coherence": 0.975,
    "pearl_level": 3
  }
}