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D-X-Y
2021-03-16 12:57:40 +00:00
parent 925da2d22b
commit 8b14b4c84a
4 changed files with 166 additions and 1 deletions
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exps/trading/baselines.py
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@@ -5,6 +5,7 @@
# python exps/trading/baselines.py --alg GRU #
# python exps/trading/baselines.py --alg LSTM #
# python exps/trading/baselines.py --alg ALSTM #
# python exps/trading/baselines.py --alg NAIVE #
# #
# python exps/trading/baselines.py --alg SFM #
# python exps/trading/baselines.py --alg XGBoost #
@@ -52,6 +53,7 @@ def retrieve_configs():
# DoubleEnsemble: A New Ensemble Method Based on Sample Reweighting and Feature Selection for Financial Data Analysis, https://arxiv.org/pdf/2010.01265.pdf
alg2names["DoubleE"] = "workflow_config_doubleensemble_Alpha360.yaml"
alg2names["TabNet"] = "workflow_config_TabNet_Alpha360.yaml"
alg2names["NAIVE"] = "workflow_config_naive_Alpha360.yaml"
# find the yaml paths
alg2paths = OrderedDict()