martostwo/Hybrid_Model_DTT_RNN
This model combines Deep Temporal Transformers with LSTM and GRU to predict the stock market. Specifically, it outperforms the SP500 during the 3-year testing period, achieving a return of 170% and a Sortino ratio greater than 2.
This model helps individual traders or quantitative analysts predict stock market movements by analyzing historical stock data. It takes in past market information and produces a forecast designed to outperform the S&P 500. This could be used by someone interested in understanding advanced market prediction techniques.
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Use this if you are an individual trader or quantitative analyst interested in exploring experimental deep learning models for stock market prediction.
Not ideal if you are looking for a ready-to-use production system for actual stock trading, as this model is for educational purposes only and carries a high risk of losing money.
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Last pushed
Dec 02, 2023
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