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qlib/examples/benchmarks/GeneralPtNN

Introduction

What is GeneralPtNN

  • Fix previous design that fail to support both Time-series and tabular data
  • Now you can just replace the Pytorch model structure to run a NN model.

We provide an example to demonstrate the effectiveness of the current design.

  • workflow_config_gru.yaml align with previous results [GRU(Kyunghyun Cho, et al.)](../README.md#Alpha158 dataset)
  • workflow_config_mlp.yaml align with previous results [MLP](../README.md#Alpha158 dataset)

TODO

We will align existing models to current design.