| tags: | |
| - patchtst | |
| - transformer | |
| - finance | |
| - weekly-returns | |
| - learnfinance | |
| - time-series | |
| # LearnFinance PatchTST Model - v2026-01-30-a74b8b7aa0c3 | |
| Multi-signal PatchTST transformer model for predicting weekly stock returns. | |
| ## Model Details | |
| - **Version**: v2026-01-30-a74b8b7aa0c3 | |
| - **Model Type**: PatchTST (Patch Time Series Transformer) | |
| - **Training Window**: 2011-01-01 to 2026-01-30 | |
| - **Symbols**: 15 stocks | |
| ## Input Channels (11 total) | |
| - OHLCV log returns (5): open, high, low, close, volume | |
| - News sentiment (1) | |
| - Fundamentals (5): gross_margin, operating_margin, net_margin, current_ratio, debt_to_equity | |
| ## Metrics | |
| - Train Loss: 0.009032704605066312 | |
| - Validation Loss: 0.016941080011589373 | |
| - Baseline Loss: 0.0006502264693262962 | |
| ## Usage | |
| ```python | |
| from brain_api.storage.huggingface import PatchTSTHuggingFaceModelStorage | |
| storage = PatchTSTHuggingFaceModelStorage(repo_id="hajirazin/learnfinance-models-patchtst") | |
| artifacts = storage.download_model(version="v2026-01-30-a74b8b7aa0c3") | |
| ``` | |