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kyLELEng
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finimpact-direction1d-v4

Text Classification
Transformers
Safetensors
finance
sentiment-analysis
market-impact
gated-fusion
multitask-learning
event-study
Model card Files
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finimpact-direction1d-v4
File size: 2,397 Bytes
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{
  "model_repo_id": "kyLELEng/finimpact-direction1d-v4",
  "encoder_name": "microsoft/deberta-v3-large",
  "news_dataset_id": "NickyNicky/finance-financialmodelingprep-stock-news-sentiments-rss-feed",
  "news_split": "train",
  "price_dataset_id": "siddharthmb/stocks-ohlcv",
  "price_dataset_file": "ohlcv.csv",
  "tickers": [
    "AAPL",
    "MSFT",
    "AMZN",
    "GOOGL",
    "NVDA",
    "TSLA",
    "AMD",
    "INTC",
    "JPM",
    "BAC",
    "V",
    "MA",
    "XOM",
    "META",
    "NFLX",
    "UAL",
    "HD",
    "BA",
    "PYPL",
    "CRM",
    "DIS",
    "NKE",
    "WMT",
    "COST",
    "PFE",
    "MRNA",
    "CVX",
    "KO",
    "PEP",
    "CSCO",
    "ABNB",
    "ADBE",
    "ADI",
    "ADP",
    "AMAT",
    "ARKK",
    "ASML",
    "AVGO",
    "BABA",
    "BIDU",
    "BMY",
    "CAT",
    "CMCSA",
    "COIN",
    "DHR",
    "ELF",
    "GE",
    "GEV",
    "GM",
    "IBM",
    "IOVA",
    "JNJ",
    "LULU",
    "MCD",
    "MDB",
    "MU",
    "ORCL",
    "PLTR",
    "QCOM",
    "RCL",
    "SHOP",
    "SNOW",
    "SPOT",
    "TGT",
    "TSM",
    "TXN",
    "UBER",
    "UNH",
    "UPS",
    "ZM"
  ],
  "benchmark_symbols": [
    "SPY",
    "QQQ",
    "DIA"
  ],
  "beta_window": 60,
  "max_news_rows": 250000,
  "max_examples": 100000,
  "min_text_chars": 20,
  "max_length": 256,
  "train_fraction": 0.78,
  "validation_fraction": 0.11,
  "direction_threshold_vol_mult_1d": 0.25,
  "direction_threshold_vol_mult_5d": 0.5,
  "min_direction_threshold_1d": 0.0015,
  "min_direction_threshold_5d": 0.003,
  "fusion_dim": 256,
  "dropout": 0.2,
  "freeze_encoder": false,
  "sentiment_loss_weight": 0.0,
  "direction_1d_loss_weight": 1.0,
  "direction_5d_loss_weight": 0.0,
  "volatility_loss_weight": 0.0,
  "class_weight_cap": 2.5,
  "focal_loss_gamma": 1.5,
  "return_alignment_loss_weight": 0.1,
  "return_confidence_loss_weight": 0.03,
  "return_scale": 0.02,
  "transaction_cost_bps": 10.0,
  "per_device_train_batch_size": 4,
  "per_device_eval_batch_size": 32,
  "gradient_accumulation_steps": 1,
  "learning_rate": 2e-06,
  "weight_decay": 0.01,
  "warmup_ratio": 0.06,
  "max_grad_norm": 0.5,
  "num_train_epochs": 3.0,
  "max_steps": -1,
  "logging_steps": 50,
  "eval_strategy": "epoch",
  "save_strategy": "no",
  "bf16": false,
  "fp16": false,
  "random_seed": 13,
  "csv_chunksize": 500000,
  "output_dir": "finimpact-direction1d-v4",
  "push_to_hub": true
}