32 lines
605 B
JSON
32 lines
605 B
JSON
{
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"seq_len": 10,
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"stride": 2,
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"train_end_date": "2025-06-30",
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"val_end_date": "2025-09-30",
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"features": [
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"alpha_zscore",
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"amt_zscore",
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"rank_zscore",
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"momentum_3m",
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"momentum_5m",
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"limit_up_ratio"
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],
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"batch_size": 32768,
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"epochs": 150,
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"learning_rate": 0.0006,
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"weight_decay": 1e-05,
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"gradient_clip": 1.0,
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"patience": 15,
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"min_delta": 1e-06,
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"model": {
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"n_features": 6,
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"hidden_dim": 32,
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"latent_dim": 4,
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"num_layers": 1,
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"dropout": 0.2,
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"bidirectional": true
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},
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"clip_value": 5.0,
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"threshold_percentiles": [90, 95, 99]
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}
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