 Mark Aron Szulyovszky
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07302a7541
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feat(Models): added MAE & RMSE metrics, fixed NaN & Inf values in data,
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2021-11-14 23:50:25 +01:00 |
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Mark Aron Szulyovszky
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3581c8db83
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chore(Models): remove separate model for forecasting for 10 days in advance
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2021-11-14 17:28:36 +01:00 |
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Mark Aron Szulyovszky
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ead7db3a85
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feat(Data): added create_target_cum_forward_returns, now using it for FF & LSTM models, with success
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2021-11-14 17:25:32 +01:00 |
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Mark Aron Szulyovszky
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478a15a7cb
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feat(Data): added day/month/dayofweek features
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2021-11-14 17:24:56 +01:00 |
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Mark Aron Szulyovszky
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9d342d6039
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feat(Data): added day_month, month, day_week columns as features
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2021-11-14 11:59:59 +01:00 |
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Mark Aron Szulyovszky
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1429051c4c
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feat(Modles): lstm model now using StandardScaler
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2021-11-12 23:25:38 +01:00 |
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Daniel Szemerey
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58bef94769
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Merge pull request #2 from applied-exploration/feature/10-day-projection
feat(Models): added model that predicts 10 days ahead
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2021-11-12 16:42:54 +01:00 |
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Mark Aron Szulyovszky
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baf7d261e8
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feat(Models): added model that predicts 10 days ahead
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2021-11-12 16:10:55 +01:00 |
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Mark Aron Szulyovszky
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ce45288315
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feat(Models): added lstm tutorial from mlmastery.com
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2021-11-12 12:30:04 +01:00 |
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Mark Aron Szulyovszky
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67d830ca09
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feat(Models): added simple Feed forward layer
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2021-11-11 18:42:23 +01:00 |
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Mark Aron Szulyovszky
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5f8efc97fa
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feat(Model): now successfully training the basic LSTM model
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2021-11-11 18:29:05 +01:00 |
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Mark Aron Szulyovszky
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78b3c07420
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feat(Model): trying to get to a model that can train
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2021-11-11 17:53:24 +01:00 |
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Mark Aron Szulyovszky
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0e5fe227f7
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fix(Model): drop index before feeding into keras.dataset
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2021-11-10 19:35:46 +01:00 |
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Mark Aron Szulyovszky
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3188aab220
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feat(Model): continued with the keras model scaffolding
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2021-11-10 14:51:12 +01:00 |
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Mark Aron Szulyovszky
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20aa1474d6
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feat(Data): added extra features, exploration notebook
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2021-11-09 17:16:40 +01:00 |
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Mark Aron Szulyovszky
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d5086a4785
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feat(Data): added load_data, to aggregate everything into one dataframe
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2021-11-09 16:12:48 +01:00 |
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Mark Aron Szulyovszky
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51b7d35660
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feat(Data): downloading data for pre-defined tickers
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2021-11-09 15:21:22 +01:00 |
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Mark Aron Szulyovszky
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58137a0f36
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feat(Data): fetch prices from cryptocompare (and alphavantage)
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2021-11-09 12:58:05 +01:00 |
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Mark Aron Szulyovszky
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9f54cdc81f
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feat(Data): added csv downloaded from oecd website, prototype preprocessing script
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2021-11-07 15:16:45 +01:00 |
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Mark Aron Szulyovszky
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842e99e4c7
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Initial commit
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2021-11-06 13:50:13 +01:00 |
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