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patchtst-cross-sectional-return-forecast

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patchtst-cross-sectional-return-forecast
File size: 1,196 Bytes
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{
  "model_repo_id": "JumpHigh/patchtst-cross-sectional-return-forecast",
  "dataset_id": "siddharthmb/stocks-ohlcv",
  "dataset_file": "ohlcv.csv",
  "tickers": [
    "AAPL",
    "MSFT",
    "AMZN",
    "GOOGL",
    "NVDA",
    "TSLA",
    "AMD",
    "INTC",
    "ADBE",
    "ORCL",
    "CSCO",
    "IBM",
    "JPM",
    "BAC",
    "V",
    "MA",
    "AXP",
    "JNJ",
    "PG",
    "KO",
    "WMT",
    "HD"
  ],
  "num_channels": 20,
  "use_synthetic": false,
  "synthetic_steps": 1800,
  "context_length": 512,
  "prediction_length": 64,
  "patch_length": 16,
  "patch_stride": 8,
  "d_model": 128,
  "num_hidden_layers": 4,
  "num_attention_heads": 4,
  "ffn_dim": 512,
  "batch_size": 64,
  "eval_batch_size": 128,
  "num_epochs": 20,
  "learning_rate": 0.0005,
  "weight_decay": 0.01,
  "warmup_ratio": 0.05,
  "max_grad_norm": 1.0,
  "window_stride": 1,
  "train_fraction": 0.7,
  "validation_fraction": 0.15,
  "random_seed": 7,
  "max_csv_chunks": null,
  "csv_chunksize": 500000,
  "min_rows_per_ticker": 1000,
  "device": "auto",
  "bf16": true,
  "output_dir": "patchtst-return-model",
  "checkpoint_upload_every": 1,
  "resume_from_model_id": null,
  "resume_from_subfolder": null
}