Deep Learning for Markets
Neural forecasting for crypto - transformers, diffusion models, and foundation models, and how conformal prediction keeps their uncertainty honest.
Temporal Fusion Transformers for Multi-Horizon Portfolio Forecasting
How Google's Temporal Fusion Transformer brings interpretable multi-horizon forecasting to quantitative portfolio management, with attention-based variable selection, quantile outputs, and a worked pytorch-forecasting pipeline.
Diffuzion Modellar va Kriptovalyuta Tartibsizligi: Nega DDPM Bitcoin Qulashini Munajjimdan Ko'ra Yaxshiroq Bashorat Qila Oladi
Diffuzion modellar kriptovalyuta bashoratini qanday inqilob qilmoqda - volatillik xaosini yengib, algoritmik treyding uchun yangi imkoniyatlar yaratmoqda.
Kronos: sham (candlestick) grafiklarini transformer tilida gapirishga o'rgatuvchi asos model
Kronos sharhi - OHLCV shamlarini bashorat qilish uchun asos model. BSQ tokenizatori, ierarxik dekoder, ikki bosqichli sempling, Qlib o'qitish quvur liniyasi. Model birjaning 'tilini' qanday o'rganadi.
Xavf-xatarni Hisobga Oluvchi Pozitsiya Hajmini Belgilash uchun Konformal Bashorat
Qamrov kafolatlangan, taqsimotdan mustaqil bashorat intervallari. Savdo xavfini kalibrlash va pozitsiyalarni parametrik farazlarsiz o'lchamlash uchun split conformal, jackknife+ va adaptive conformal inference'dan foydalanamiz.