Upload config_finance.json with huggingface_hub
Browse files- config_finance.json +407 -0
config_finance.json
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| 1 |
+
{
|
| 2 |
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"topic": "finance",
|
| 3 |
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"topic_label": "Finance",
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| 4 |
+
"unit": "USD",
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| 5 |
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"target": "value",
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| 6 |
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"source": "yfinance:BTC-USD",
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| 7 |
+
"freq_days": 1.0,
|
| 8 |
+
"lookback": 30,
|
| 9 |
+
"horizon_steps": 7,
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| 10 |
+
"horizon_days": 7,
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| 11 |
+
"hidden_size": 32,
|
| 12 |
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"num_layers": 1,
|
| 13 |
+
"dropout": 0.1,
|
| 14 |
+
"input_size": 7,
|
| 15 |
+
"features": [
|
| 16 |
+
"rel",
|
| 17 |
+
"ret1",
|
| 18 |
+
"ma7",
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| 19 |
+
"ma30",
|
| 20 |
+
"vol7",
|
| 21 |
+
"dow_sin",
|
| 22 |
+
"dow_cos"
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| 23 |
+
],
|
| 24 |
+
"epochs_used": 18,
|
| 25 |
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"val_mae": 839.4174988598311,
|
| 26 |
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"val_rel_mae": 0.03701164945960045,
|
| 27 |
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"val_h1_mape": 0.017525409918696958,
|
| 28 |
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"val_h1_smape": 0.017565511847310554,
|
| 29 |
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"naive_baseline_mae": 840.8604949913389,
|
| 30 |
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"validation": {
|
| 31 |
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"steps": [
|
| 32 |
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{
|
| 33 |
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"step": 1,
|
| 34 |
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"mae": 839.4174988598311,
|
| 35 |
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"rmse": 1298.6513611409982,
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| 36 |
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"smape": 0.017565511847310554
|
| 37 |
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},
|
| 38 |
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{
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| 39 |
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"step": 2,
|
| 40 |
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"mae": 1192.960100848631,
|
| 41 |
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"rmse": 1830.6973828025532,
|
| 42 |
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"smape": 0.024902829812547253
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| 43 |
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| 44 |
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{
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| 45 |
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"step": 3,
|
| 46 |
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|
| 47 |
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| 48 |
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| 49 |
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| 50 |
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| 51 |
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"step": 4,
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| 52 |
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| 53 |
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| 54 |
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| 55 |
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| 56 |
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| 58 |
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| 59 |
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|
| 73 |
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}
|
| 74 |
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],
|
| 75 |
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"directional": [
|
| 76 |
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{
|
| 77 |
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"step": 1,
|
| 78 |
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"accuracy": 0.5276461295418642,
|
| 79 |
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"coverage": 1.0,
|
| 80 |
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"n": 633
|
| 81 |
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},
|
| 82 |
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{
|
| 83 |
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"step": 2,
|
| 84 |
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"accuracy": 0.5023696682464455,
|
| 85 |
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"coverage": 1.0,
|
| 86 |
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"n": 633
|
| 87 |
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| 88 |
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| 89 |
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| 92 |
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"n": 633
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| 93 |
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},
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| 94 |
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{
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| 95 |
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| 96 |
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"n": 633
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| 99 |
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| 100 |
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{
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| 101 |
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| 103 |
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"n": 633
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| 105 |
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| 111 |
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{
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| 114 |
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| 115 |
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| 116 |
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"n": 633
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| 117 |
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}
|
| 118 |
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],
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| 119 |
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"naive": [
|
| 120 |
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{
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| 121 |
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"step": 1,
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| 122 |
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"mae": 840.8604949913389,
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| 123 |
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| 124 |
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| 125 |
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},
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| 126 |
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| 128 |
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| 129 |
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| 131 |
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| 143 |
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}
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],
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"rel_mae": 0.03701164945960045,
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"h1_mape": 0.017525409918696958,
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"h1_smape": 0.017565511847310554,
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| 212 |
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