Promote LSTM version v2026-01-10-2b2043197e8a to current
Browse files- README.md +32 -0
- config.json +29 -0
- feature_scaler.pkl +3 -0
- metadata.json +66 -0
- weights.pt +3 -0
README.md
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---
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tags:
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- lstm
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- finance
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- weekly-returns
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- learnfinance
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---
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# LearnFinance LSTM Model - v2026-01-10-2b2043197e8a
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LSTM model for predicting weekly stock returns.
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## Model Details
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- **Version**: v2026-01-10-2b2043197e8a
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- **Training Window**: 2011-01-01 to 2026-01-10
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- **Symbols**: 15 stocks
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## Metrics
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- Train Loss: N/A
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- Validation Loss: N/A
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- Baseline Loss: N/A
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## Usage
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```python
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from brain_api.storage.huggingface import HuggingFaceModelStorage
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storage = HuggingFaceModelStorage(repo_id="hajirazin/learnfinance-models-ppo-with-patchtst")
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artifacts = storage.download_model(version="v2026-01-10-2b2043197e8a")
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```
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config.json
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{
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"hidden_sizes": [
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64,
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64
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],
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"activation": "tanh",
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"learning_rate": 0.0003,
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"clip_epsilon": 0.2,
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"gae_lambda": 0.95,
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"gamma": 0.99,
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"entropy_coef": 0.01,
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"value_coef": 0.5,
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"max_grad_norm": 0.5,
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"n_epochs": 10,
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"batch_size": 64,
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"rollout_steps": 52,
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"total_timesteps": 10000,
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"cost_bps": 10,
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"cash_buffer": 0.02,
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"max_position_weight": 0.2,
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"reward_scale": 100.0,
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"n_stocks": 15,
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"seed": 42,
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"validation_years": 2,
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"min_sharpe_improvement": 0.0,
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"patchtst_version": null,
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"training_years": 10,
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"n_eval_folds": 3
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}
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feature_scaler.pkl
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version https://git-lfs.github.com/spec/v1
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oid sha256:21095c273e8486b7e61f4c60bcb96463bfdfdc0020423dfa47d21941a02879e4
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size 3590
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metadata.json
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{
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"model_type": "ppo_patchtst",
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"version": "v2026-01-10-2b2043197e8a",
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"created_at": "2026-01-10T06:43:28.349779+00:00",
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"data_window": {
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"start": "2011-01-01",
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"end": "2026-01-10"
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},
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"symbols": [
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"AAPL",
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"NVDA",
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"MSFT",
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"TSM",
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"GOOGL",
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"META",
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"AVGO",
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"TSLA",
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"SAP",
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"LLY",
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"XOM",
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"JNJ",
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"TOELY",
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"AMD",
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"ABBV"
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],
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"config": {
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"hidden_sizes": [
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64,
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64
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],
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"activation": "tanh",
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"learning_rate": 0.0003,
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"clip_epsilon": 0.2,
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"gae_lambda": 0.95,
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"gamma": 0.99,
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"entropy_coef": 0.01,
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"value_coef": 0.5,
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"max_grad_norm": 0.5,
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"n_epochs": 10,
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"batch_size": 64,
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"rollout_steps": 52,
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"total_timesteps": 10000,
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"cost_bps": 10,
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"cash_buffer": 0.02,
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"max_position_weight": 0.2,
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"reward_scale": 100.0,
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"n_stocks": 15,
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"seed": 42,
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"validation_years": 2,
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"min_sharpe_improvement": 0.0,
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"patchtst_version": null,
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"training_years": 10,
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"n_eval_folds": 3
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},
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"metrics": {
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"policy_loss": -0.034140541264787314,
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"value_loss": 23.93051815032959,
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"avg_episode_return": 0.0,
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"avg_episode_sharpe": 0.0,
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"eval_sharpe": 2.1384706291935967,
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"eval_cagr": 0.39436103680110657,
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"eval_max_drawdown": 0.08367037654356826
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},
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"promoted": true,
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"prior_version": null
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}
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weights.pt
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version https://git-lfs.github.com/spec/v1
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oid sha256:7fa30c026a7ec22b4984364a56678f181559d59735245a80dd506ebdda67380f
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size 112572
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