1d6eed3a94
feat(Core): added the first classification model & the feature necessary ( #4 )
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* feat(Core): added the first classification model & the feature necessary
* feat(Models): added basic transformers model
2021-11-16 10:02:02 +01:00
797791d2f4
feat(Forecasting): pytorch-forecasting scaffolding is now working, added narrow data format, fixed missing time column index name ( #5 )
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* feat: Started implementing pytorch-forecasting.
* feat(Forecasting): pytorch-forecasting scaffolding is now working, added narrow data format, fixed missing `time` column index name
Co-authored-by: Daniel Szemerey <szemy2@gmail.com >
2021-11-16 10:00:26 +01:00
a59e705f02
Merge pull request #3 from applied-exploration/feature/feature-engineering
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feat(Data): added new date-related features, and ability to train on "n days in advance" returns
2021-11-15 11:01:52 +01:00
07302a7541
feat(Models): added MAE & RMSE metrics, fixed NaN & Inf values in data,
2021-11-14 23:50:25 +01:00
3581c8db83
chore(Models): remove separate model for forecasting for 10 days in advance
2021-11-14 17:28:36 +01:00
ead7db3a85
feat(Data): added create_target_cum_forward_returns, now using it for FF & LSTM models, with success
2021-11-14 17:25:32 +01:00
478a15a7cb
feat(Data): added day/month/dayofweek features
2021-11-14 17:24:56 +01:00
9d342d6039
feat(Data): added day_month, month, day_week columns as features
2021-11-14 11:59:59 +01:00
1429051c4c
feat(Modles): lstm model now using StandardScaler
2021-11-12 23:25:38 +01:00
58bef94769
Merge pull request #2 from applied-exploration/feature/10-day-projection
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feat(Models): added model that predicts 10 days ahead
2021-11-12 16:42:54 +01:00
baf7d261e8
feat(Models): added model that predicts 10 days ahead
2021-11-12 16:10:55 +01:00
ce45288315
feat(Models): added lstm tutorial from mlmastery.com
2021-11-12 12:30:04 +01:00
67d830ca09
feat(Models): added simple Feed forward layer
2021-11-11 18:42:23 +01:00
5f8efc97fa
feat(Model): now successfully training the basic LSTM model
2021-11-11 18:29:05 +01:00
78b3c07420
feat(Model): trying to get to a model that can train
2021-11-11 17:53:24 +01:00
0e5fe227f7
fix(Model): drop index before feeding into keras.dataset
2021-11-10 19:35:46 +01:00
3188aab220
feat(Model): continued with the keras model scaffolding
2021-11-10 14:51:12 +01:00
20aa1474d6
feat(Data): added extra features, exploration notebook
2021-11-09 17:16:40 +01:00
d5086a4785
feat(Data): added load_data, to aggregate everything into one dataframe
2021-11-09 16:12:48 +01:00
51b7d35660
feat(Data): downloading data for pre-defined tickers
2021-11-09 15:21:22 +01:00
58137a0f36
feat(Data): fetch prices from cryptocompare (and alphavantage)
2021-11-09 12:58:05 +01:00
9f54cdc81f
feat(Data): added csv downloaded from oecd website, prototype preprocessing script
2021-11-07 15:16:45 +01:00
842e99e4c7
Initial commit
2021-11-06 13:50:13 +01:00
Mark Aron Szulyovszky