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@KarelZe KarelZe released this 14 Nov 06:53
· 415 commits to main since this release
e25d124

What's Changed

Empirical Study βš—οΈ

  • Added all classical rules from @CaroGrau paper. πŸŽ‰ Any rule can now be stacked together in an arbitrary order predict_rules(layers=[(trade_size,"ex"), (quote,"best"), (quote, "ex")], name="Tradesize + Quote (NBBO) + Quote (ISE)"). Minor differences in accuracy still exist due to a different handling of missing values by @KarelZe in #27 (WIP)
  • Started with a exploratory data analysis by @KarelZe in #25 (WIP)
  • Added proposal for feature set definition by @KarelZe in #29 (WIP)
  • Created a docker image to run code on bwUniCluster 2.0 and runpod by @KarelZe in #28 (WIP)
  • Did all the set up to connect to bwUniCluster 2.0

Writing πŸ“–

  • Added new notes and updated questions πŸ—ƒοΈ by @KarelZe in #26 and #29 (WIP)

Outlook for Upcoming Week πŸ”­

  • implement a transformer-based baseline
  • rework hyperparameter searches to be interruptable
  • continue with exploratory data analysis and start with explanatory data analysis
  • add more notes to zettelkasten
  • better connect existing ideas in zettelkasten
  • finish WIPs

Full Changelog: v0.2.0...v0.2.1