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stock-embed-mamba3

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PyTorch
Safetensors
time-series
finance
stocks
mamba
self-supervised
masked-reconstruction
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stock-embed-mamba3
File size: 1,078 Bytes
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{
  "architecture": "MaskedReconstructionModel",
  "input_channels": [
    "log_return",
    "hl_range",
    "oc_body",
    "log_vol_ratio",
    "session_flag",
    "tod_sin",
    "tod_cos",
    "dow_sin",
    "dow_cos"
  ],
  "d_model": 256,
  "n_layers": 8,
  "d_state": 16,
  "expand_factor": 2,
  "dropout": 0.0,
  "mamba_version": 3,
  "patch_size_bars": 5,
  "window_length_days": 30,
  "max_seq_len_bars": 10000,
  "mamba3": {
    "headdim": 64,
    "ngroups": 1,
    "rope_fraction": 0.5,
    "chunk_size": 64,
    "is_mimo": false,
    "mimo_rank": 4,
    "is_outproj_norm": false,
    "fuse_pregate_headwise_norm": true,
    "A_floor": 0.0001,
    "dt_min": 0.001,
    "dt_max": 0.1,
    "dt_init_floor": 0.0001
  },
  "pretraining": {
    "objective": "masked_patch_reconstruction_mse",
    "mask_ratio": 0.15,
    "mask_strategy": "random",
    "channel_loss_weights": [
      1.0,
      1.0,
      1.0,
      0.001,
      0.1,
      1.0,
      1.0,
      1.0,
      1.0
    ],
    "train_end": "2023-12-31",
    "validation_end": "2025-08-01",
    "seed": 42
  }
}