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{
"model_type": "patchtst",
"version": "v2026-01-30-a74b8b7aa0c3",
"training_timestamp": "2026-02-01T09:43:30.876522+00:00",
"data_window": {
"start": "2011-01-01",
"end": "2026-01-30"
},
"symbols": [
"AAPL",
"NVDA",
"MSFT",
"TSM",
"GOOGL",
"META",
"AVGO",
"TSLA",
"SAP",
"LLY",
"XOM",
"JNJ",
"TOELY",
"AMD",
"ABBV"
],
"config": {
"num_input_channels": 12,
"context_length": 60,
"prediction_length": 1,
"patch_length": 16,
"stride": 8,
"d_model": 64,
"num_attention_heads": 4,
"num_hidden_layers": 2,
"ffn_dim": 128,
"dropout": 0.2,
"batch_size": 32,
"learning_rate": 0.0003,
"epochs": 100,
"validation_split": 0.2,
"early_stopping_patience": 15,
"weight_decay": 0.0001,
"max_grad_norm": 1.0,
"sample_stride": 5,
"use_returns": true,
"min_week_days": 3,
"feature_names": [
"open_ret",
"high_ret",
"low_ret",
"close_ret",
"volume_ret",
"news_sentiment",
"gross_margin",
"operating_margin",
"net_margin",
"current_ratio",
"debt_to_equity",
"fundamental_age"
]
},
"metrics": {
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"val_loss": 0.016941080011589373,
"baseline_loss": 0.0006502264693262962
},
"promoted": true,
"prior_version": "v2026-01-09-d237301901c4"
} |