Filip Stefaniuk
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0ded87a0fb
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add evaluation for 1 min data
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2025-04-13 09:47:33 +02:00 |
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Filip Stefaniuk
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030618f589
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Add configs for 1m data gmadl
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2025-02-22 10:25:24 +01:00 |
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Filip Stefaniuk
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f7485d9a2d
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update notebooks with new results
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2025-02-09 15:32:17 +01:00 |
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Filip Stefaniuk
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96950fcf90
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add experiments with RMSE
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2025-01-16 12:14:59 -05:00 |
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Filip Stefaniuk
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6360d76d11
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update configs
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2024-11-02 15:11:45 +01:00 |
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Filip Stefaniuk
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fb731be598
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update the notebooks
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2024-11-02 14:53:01 +01:00 |
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Filip Stefaniuk
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eef02cbbe2
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update config
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2024-10-20 11:29:18 +02:00 |
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Filip Stefaniuk
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86d42759e7
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Add readme
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2024-10-17 21:42:03 +02:00 |
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Filip Stefaniuk
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b7c1470b08
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update config
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2024-10-17 21:23:30 +02:00 |
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Filip Stefaniuk
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a6aa22646a
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Delete generic README
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2024-10-16 21:02:05 +02:00 |
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Filip Stefaniuk
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aa4bc26c53
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Add notebooks with evaluations, visualizations are commented out due to large size
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2024-10-16 21:00:44 +02:00 |
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Filip Stefaniuk
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7989813534
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Update the strategies implementations
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2024-10-16 20:54:37 +02:00 |
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Filip Stefaniuk
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fc30b90451
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update gitignore
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2024-10-16 20:44:34 +02:00 |
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Filip Stefaniuk
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7e8c5e7f13
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Update the configs for experiments
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2024-10-16 20:40:40 +02:00 |
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Filip Stefaniuk
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4bc2dbf401
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add config for informer with quantile returns
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2024-10-03 19:39:49 +02:00 |
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Filip Stefaniuk
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19792f3256
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add config for informer with quantile returns
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2024-10-02 20:29:21 +02:00 |
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Filip Stefaniuk
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308fa5b891
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Add configs for gmadl 30m
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2024-09-22 21:41:48 +02:00 |
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Filip Stefaniuk
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6f5bc1e2ad
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Add new gmadl config
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2024-09-22 18:07:05 +02:00 |
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Filip Stefaniuk
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6962100a73
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Fix evaluations for 30m
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2024-09-21 09:50:59 +02:00 |
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Filip Stefaniuk
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28cedfd0d0
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add best configs from sweeps
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2024-09-21 09:49:33 +02:00 |
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Filip Stefaniuk
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d62bc35924
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change val interval for 30m
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2024-09-20 17:08:30 -04:00 |
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Filip Stefaniuk
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5d816cc1ff
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add all new configs
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2024-09-19 19:14:49 +02:00 |
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Filip Stefaniuk
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3bbd49df4a
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Create sweep configs for gmadl
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2024-09-19 19:04:19 +02:00 |
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Filip Stefaniuk
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75f2c16a87
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Create sweep configs for gmadl
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2024-09-19 19:02:20 +02:00 |
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Filip Stefaniuk
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94c44673f6
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Add strategy for joining strategies on data windows
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2024-09-18 20:39:59 +02:00 |
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Filip Stefaniuk
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acd3fe3ad4
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yet again update config
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2024-09-18 17:16:34 +02:00 |
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Filip Stefaniuk
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e5149dd73f
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change gmadl config to 2 window
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2024-09-18 17:10:48 +02:00 |
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Filip Stefaniuk
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9a64b6e00f
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Add configurations for informer with gmadl loss
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2024-09-18 17:07:06 +02:00 |
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Filip Stefaniuk
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60741b68fc
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store predictions for all data parts
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2024-09-16 20:28:45 +02:00 |
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Filip Stefaniuk
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290576dbb9
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update configs
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2024-09-15 20:00:41 +02:00 |
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Filip Stefaniuk
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38b4fc3ed8
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fix configs
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2024-09-15 17:59:25 +02:00 |
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Filip Stefaniuk
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8082e99159
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Update configs with best params
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2024-09-15 12:10:09 +02:00 |
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Filip Stefaniuk
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a0e06cfc06
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Add code for evaluating strategies
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2024-09-15 12:01:39 +02:00 |
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Filip Stefaniuk
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b3aacb65a3
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increate patience
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2024-09-14 21:21:30 +02:00 |
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Filip Stefaniuk
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522c4a663c
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Add more quantiles
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2024-09-14 21:20:11 +02:00 |
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Filip Stefaniuk
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a00f9caaf7
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add config
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2024-09-14 20:30:44 +02:00 |
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Filip Stefaniuk
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f9b17473cb
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update strategy for quantile models
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2024-09-14 20:30:19 +02:00 |
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Filip Stefaniuk
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134860d09e
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fix training script predictions
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2024-09-14 20:29:53 +02:00 |
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Filip Stefaniuk
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03d760bdf1
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fix config
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2024-09-14 14:28:02 +02:00 |
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Filip Stefaniuk
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30a443591c
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fix config
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2024-09-14 14:25:12 +02:00 |
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Filip Stefaniuk
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21d4a59357
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fix config
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2024-09-14 14:23:39 +02:00 |
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Filip Stefaniuk
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ebcbbe3bb4
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add configurations for informer eval
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2024-09-14 14:21:54 +02:00 |
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Filip Stefaniuk
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c5163bce4d
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clean up training script
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2024-09-14 14:11:13 +02:00 |
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Filip Stefaniuk
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a3c5c76000
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Modify training script with option to save predictions on test set
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2024-09-14 14:10:29 +02:00 |
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Filip Stefaniuk
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063ea18d00
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fix dataset time_index creation
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2024-09-14 12:52:22 +02:00 |
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Filip Stefaniuk
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747c5cda43
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Merge branch 'main' of gitlab.com:FilipStefaniuk/wne-msc-thesis
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2024-09-14 10:32:56 +02:00 |
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Filip Stefaniuk
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5d2c3e2b4a
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add code for loading informer
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2024-09-14 04:32:42 -04:00 |
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Filip Stefaniuk
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346c3011e8
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Create datasets for btcusdt 15m and 30m
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2024-09-14 10:23:46 +02:00 |
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Filip Stefaniuk
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73c513c217
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Add informer model
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2024-09-10 20:32:05 +02:00 |
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Filip Stefaniuk
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03bd6ad9d8
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Add models cleanup to training script
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2024-09-07 08:09:33 -04:00 |
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