1 Hz US equity data, Jul 2019-Dec 2020, across the COVID crash. Three layouts of the same 230,025 ticker-days: sparse, dense, day store.
AI & ML interests
None defined yet.
Recent Activity
View all activity
models 20
fin-ai-lab/tfwm-ts2vec
Feature Extraction • Updated
fin-ai-lab/tfwm-timemae
Feature Extraction • Updated
fin-ai-lab/tfwm-supervised-vol
Feature Extraction • Updated
fin-ai-lab/tfwm-tfc
Feature Extraction • Updated
fin-ai-lab/tfwm-supervised-return
Feature Extraction • Updated
fin-ai-lab/tfwm-supervised-spread
Feature Extraction • Updated
fin-ai-lab/tfwm-supervised-multihead
Feature Extraction • Updated
fin-ai-lab/tfwm-mae
Feature Extraction • Updated
fin-ai-lab/tfwm-lejepa-same-stock
Feature Extraction • Updated
fin-ai-lab/tfwm-lejepa-time-warp
Feature Extraction • Updated