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task18-direct-reward-v2
FLock.io Task 18 - Dark Pool Order Routing
Description
Direct reward optimization NN with dropout. Reward: -0.053
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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