RockmanZheng y-intercept issues

RockmanZheng / y-intercept

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Dev

#46 RockmanZheng closed 5 months ago
0
Issue 44

#45 RockmanZheng closed 5 months ago
0
Incompatible array

#44 RockmanZheng closed 5 months ago
1
Saved model prediction error

#43 RockmanZheng closed 5 months ago
1
add one command

#42 RockmanZheng closed 5 months ago
0
saved model and add backtest script

#41 RockmanZheng closed 5 months ago
0
Save model

#40 RockmanZheng closed 5 months ago
1
Implement the mean-covariance portfolio strategy

#39 RockmanZheng closed 5 months ago
2
Convergence observed

#38 RockmanZheng closed 5 months ago
0
The training loss is too large

#37 RockmanZheng closed 5 months ago
2
added training script

#36 RockmanZheng closed 6 months ago
0
Train the model on data

#35 RockmanZheng closed 6 months ago
1
Modify cook script and upload cooked data

#34 RockmanZheng closed 6 months ago
0
Create data sets

#33 RockmanZheng closed 6 months ago
2
Added eps to the inverse and log to avoid nan

#32 RockmanZheng closed 6 months ago
0
The training loss is nan

#31 RockmanZheng closed 6 months ago
1
Created the customized loss function

#30 RockmanZheng closed 6 months ago
0
Define our own loss function

#29 RockmanZheng closed 6 months ago
1
Issue 26

#28 RockmanZheng closed 6 months ago
0
Fixed and tested

#27 RockmanZheng closed 6 months ago
0
Build the whole model

#26 RockmanZheng closed 6 months ago
1
Identical to mean layer

#25 RockmanZheng closed 6 months ago
0
[Batch size] The layer should be implemented with batch_size in mind

#24 RockmanZheng closed 6 months ago
1
Use squeeze op to remove the dim=1 axes

#23 RockmanZheng closed 6 months ago
0
Just borrow transformer from Keras code example

#22 RockmanZheng closed 6 months ago
0
Issue 13

#21 RockmanZheng closed 6 months ago
0
Use transpose operation to fix

#20 RockmanZheng closed 6 months ago
0
Another incompatible issue

#19 RockmanZheng closed 6 months ago
5
Changed the input format

#18 RockmanZheng closed 6 months ago
0
Incompatible embedding

#17 RockmanZheng closed 6 months ago
2
Use reverse order to encode the historical order

#16 RockmanZheng closed 6 months ago
0
Just use dense layer to build the stock embedding

#15 RockmanZheng closed 6 months ago
0
[Stock embedding] build

#14 RockmanZheng closed 6 months ago
1
[Embedding layer] Build the entire embedding layer

#13 RockmanZheng closed 6 months ago
1
add sector embedding layer

#12 RockmanZheng closed 6 months ago
0
[Correlation layer] Build

#11 RockmanZheng closed 6 months ago
2
[Standard deviation layer] Build

#10 RockmanZheng closed 6 months ago
1
[Mean Layer] Build

#9 RockmanZheng closed 6 months ago
1
[Transformer] Build the transformer block

#8 RockmanZheng closed 6 months ago
1
[Positional embedding] Build

#7 RockmanZheng closed 6 months ago
1
[Vol change embedding] Build

#6 RockmanZheng closed 6 months ago
0
[Market cap embedding] Build

#5 RockmanZheng closed 6 months ago
0
[Return embedding] Build

#4 RockmanZheng closed 6 months ago
1
[Sector embedding] Build

#3 RockmanZheng closed 6 months ago
2
[Prediction model] Architecture

#2 RockmanZheng closed 5 months ago
4
[Data] Background

#1 RockmanZheng closed 5 months ago
1