5 Commits

Author	SHA1	Message	Date
Mark Aron Szulyovszky	f762ceed2a	feat(FeatureExtraction): added fractionally differentiated returns to remove lagged returns (#95) ... * feat(FeatureExtraction): added fractionally differentiated returns to remove lagged returns * fix(Sweep): config * fix(Sweep): name * fix(Sweep): grid * feat(Config): separated sliding_window_size_level1 & sliding_window_size_level2 * feat(Dependencies): added ray, now using it to parallel process feature extraction * fix(Dependencies): added pip explicitly * fix(Dependencies): removed ray from root * fix(Models): average model was probably not taking the right timestamp to average * feat(Config): separated expanding_window_level1 & expanding_window_level2 * fix(Config): set n_features_to_select to the optimal 30	2021-12-28 22:50:09 +01:00
Mark Aron Szulyovszky	baf7d261e8	feat(Models): added model that predicts 10 days ahead	2021-11-12 16:10:55 +01:00
Mark Aron Szulyovszky	78b3c07420	feat(Model): trying to get to a model that can train	2021-11-11 17:53:24 +01:00
Mark Aron Szulyovszky	3188aab220	feat(Model): continued with the keras model scaffolding	2021-11-10 14:51:12 +01:00
Mark Aron Szulyovszky	20aa1474d6	feat(Data): added extra features, exploration notebook	2021-11-09 17:16:40 +01:00