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task18-direct-reward-v1

FLock.io Task 18 - Dark Pool Order Routing

Description

Direct reward optimization NN. Reward: -0.155

Model Details

  • Input: 34 features (X)
  • Output: 8 venue allocation weights (softmax)
  • Format: ONNX

Usage

import onnxruntime as ort
sess = ort.InferenceSession('model.onnx')
weights = sess.run(None, {'X': X})[0]
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