File size: 443 Bytes
c2e1f2a | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 | {
"type": "mlp",
"n_layers": 3,
"hidden": [
32,
16
],
"activation": "relu",
"output": "softmax",
"classes": [
"memoryless_no_edge",
"mean_reverting",
"trending"
],
"features": [
"acf1",
"acf2",
"acf3",
"acf4",
"acf5",
"absacf1",
"absacf2",
"absacf3",
"vr2",
"vr4",
"vr8",
"hurst",
"runs_z",
"er"
],
"window": 256
} |