Changes between November, 7th and November, 13th
What's Changed
Empirical Study βοΈ
- Added all classical rules from @CaroGrau paper. π 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 π
Outlook for Upcoming Week π
- 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