| { | |
| "architecture": "TFTLite-RegimeGatedVSN", | |
| "num_features": 12, | |
| "features": [ | |
| "implied_volatility", | |
| "delta", | |
| "gamma", | |
| "theta", | |
| "vega", | |
| "rho", | |
| "tte_days", | |
| "log_moneyness", | |
| "strike", | |
| "type_enc", | |
| "volume", | |
| "open_interest" | |
| ], | |
| "regime_cols": [ | |
| "p(0)", | |
| "p(1)", | |
| "p(2)" | |
| ], | |
| "n_regimes": 3, | |
| "target": "mark", | |
| "seq_len": 6, | |
| "hidden_size": 64, | |
| "num_heads": 4, | |
| "num_lstm_layers": 1, | |
| "dropout": 0.2, | |
| "epochs": 30, | |
| "learning_rate": 0.001, | |
| "batch_size": 1024, | |
| "train_test_split": "80/20 chronological" | |
| } |