yasha/informer_model
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  • 5865814464 added changes main yasha 2025-04-30 05:07:31 +00:00
  • 0ded87a0fb add evaluation for 1 min data Filip Stefaniuk 2025-04-13 09:47:33 +02:00
  • 030618f589 Add configs for 1m data gmadl Filip Stefaniuk 2025-02-22 10:25:24 +01:00
  • f7485d9a2d update notebooks with new results Filip Stefaniuk 2025-02-09 15:32:17 +01:00
  • 96950fcf90 add experiments with RMSE Filip Stefaniuk 2025-01-16 12:14:59 -05:00
  • 6360d76d11 update configs Filip Stefaniuk 2024-11-02 15:11:45 +01:00
  • fb731be598 update the notebooks Filip Stefaniuk 2024-11-02 14:53:01 +01:00
  • eef02cbbe2 update config Filip Stefaniuk 2024-10-20 11:29:18 +02:00
  • 86d42759e7 Add readme Filip Stefaniuk 2024-10-17 21:42:03 +02:00
  • b7c1470b08 update config Filip Stefaniuk 2024-10-17 21:23:30 +02:00
  • a6aa22646a Delete generic README Filip Stefaniuk 2024-10-16 21:02:05 +02:00
  • aa4bc26c53 Add notebooks with evaluations, visualizations are commented out due to large size Filip Stefaniuk 2024-10-16 21:00:44 +02:00
  • 7989813534 Update the strategies implementations Filip Stefaniuk 2024-10-16 20:54:37 +02:00
  • fc30b90451 update gitignore Filip Stefaniuk 2024-10-16 20:44:34 +02:00
  • 7e8c5e7f13 Update the configs for experiments Filip Stefaniuk 2024-10-16 20:40:40 +02:00
  • 4bc2dbf401 add config for informer with quantile returns Filip Stefaniuk 2024-10-03 19:39:49 +02:00
  • 19792f3256 add config for informer with quantile returns Filip Stefaniuk 2024-10-02 20:29:21 +02:00
  • 308fa5b891 Add configs for gmadl 30m Filip Stefaniuk 2024-09-22 21:41:48 +02:00
  • 6f5bc1e2ad Add new gmadl config Filip Stefaniuk 2024-09-22 18:07:05 +02:00
  • 6962100a73 Fix evaluations for 30m Filip Stefaniuk 2024-09-21 09:50:59 +02:00
  • 28cedfd0d0 add best configs from sweeps Filip Stefaniuk 2024-09-21 09:49:33 +02:00
  • d62bc35924 change val interval for 30m Filip Stefaniuk 2024-09-20 17:08:30 -04:00
  • 5d816cc1ff add all new configs Filip Stefaniuk 2024-09-19 19:14:49 +02:00
  • 3bbd49df4a Create sweep configs for gmadl Filip Stefaniuk 2024-09-19 19:04:19 +02:00
  • 75f2c16a87 Create sweep configs for gmadl Filip Stefaniuk 2024-09-19 19:02:20 +02:00
  • 94c44673f6 Add strategy for joining strategies on data windows Filip Stefaniuk 2024-09-18 20:39:59 +02:00
  • acd3fe3ad4 yet again update config Filip Stefaniuk 2024-09-18 17:16:34 +02:00
  • e5149dd73f change gmadl config to 2 window Filip Stefaniuk 2024-09-18 17:10:48 +02:00
  • 9a64b6e00f Add configurations for informer with gmadl loss Filip Stefaniuk 2024-09-18 17:07:06 +02:00
  • 60741b68fc store predictions for all data parts Filip Stefaniuk 2024-09-16 20:28:45 +02:00
  • 290576dbb9 update configs Filip Stefaniuk 2024-09-15 20:00:41 +02:00
  • 38b4fc3ed8 fix configs Filip Stefaniuk 2024-09-15 17:59:25 +02:00
  • 8082e99159 Update configs with best params Filip Stefaniuk 2024-09-15 12:10:09 +02:00
  • a0e06cfc06 Add code for evaluating strategies Filip Stefaniuk 2024-09-15 12:01:39 +02:00
  • b3aacb65a3 increate patience Filip Stefaniuk 2024-09-14 21:21:30 +02:00
  • 522c4a663c Add more quantiles Filip Stefaniuk 2024-09-14 21:20:11 +02:00
  • a00f9caaf7 add config Filip Stefaniuk 2024-09-14 20:30:44 +02:00
  • f9b17473cb update strategy for quantile models Filip Stefaniuk 2024-09-14 20:30:19 +02:00
  • 134860d09e fix training script predictions Filip Stefaniuk 2024-09-14 20:29:53 +02:00
  • 03d760bdf1 fix config Filip Stefaniuk 2024-09-14 14:28:02 +02:00
  • 30a443591c fix config Filip Stefaniuk 2024-09-14 14:25:12 +02:00
  • 21d4a59357 fix config Filip Stefaniuk 2024-09-14 14:23:39 +02:00
  • ebcbbe3bb4 add configurations for informer eval Filip Stefaniuk 2024-09-14 14:21:54 +02:00
  • c5163bce4d clean up training script Filip Stefaniuk 2024-09-14 14:11:13 +02:00
  • a3c5c76000 Modify training script with option to save predictions on test set Filip Stefaniuk 2024-09-14 14:10:29 +02:00
  • 063ea18d00 fix dataset time_index creation Filip Stefaniuk 2024-09-14 12:52:22 +02:00
  • 747c5cda43 Merge branch 'main' of gitlab.com:FilipStefaniuk/wne-msc-thesis Filip Stefaniuk 2024-09-14 10:32:56 +02:00
  • 5d2c3e2b4a add code for loading informer Filip Stefaniuk 2024-09-14 04:32:42 -04:00
  • 346c3011e8 Create datasets for btcusdt 15m and 30m Filip Stefaniuk 2024-09-14 10:23:46 +02:00
  • 73c513c217 Add informer model Filip Stefaniuk 2024-09-10 20:32:05 +02:00
  • 03bd6ad9d8 Add models cleanup to training script Filip Stefaniuk 2024-09-07 08:09:33 -04:00
  • 9109be5776 refactor notebooks and add evaluation for quantile models Filip Stefaniuk 2024-09-06 07:34:47 -04:00
  • cb3c3588f2 update gitignore Filip Stefaniuk 2024-09-06 11:19:56 +02:00
  • 24f7cd60c2 Add strategy evaluation Filip Stefaniuk 2024-09-06 11:17:48 +02:00
  • f36b7a8e30 fix formatting Filip Stefaniuk 2024-09-06 11:16:55 +02:00
  • 93fa4009dc Add gmadl loss Filip Stefaniuk 2024-09-05 15:51:25 +02:00
  • 878679e526 notebook for creating btc-usdt dataset Filip Stefaniuk 2024-09-05 15:49:27 +02:00
  • dbd99bba3b Add gmadl loss function Filip Stefaniuk 2024-09-05 15:48:57 +02:00
  • 6923b6cb05 fix patience arg Filip Stefaniuk 2024-09-04 17:05:55 +02:00
  • d863dffe60 change default patience value Filip Stefaniuk 2024-09-04 17:04:20 +02:00
  • dcd35508fd add final evaluation after training Filip Stefaniuk 2024-09-04 17:02:07 +02:00
  • ffc93b0ae5 fix config for sweeps Filip Stefaniuk 2024-09-04 16:25:42 +02:00
  • e6c2d4b914 add training script Filip Stefaniuk 2024-09-04 15:32:22 +02:00
  • c3a03fe338 Initial commit, start new clean project Filip Stefaniuk 2024-08-18 15:36:58 +02:00
  • 6e26a6cc0a Initial commit Filip 2024-08-18 13:02:56 +00:00