| { | |
| "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 | |
| } |