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transformer-lstm

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abhijitdeshpande83 / Transformer-for-Time-Series

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This project explores Attention-Based Transformer Encoders to develop robust buy/sell classification models for financial time series. It addresses market non-stationarity and noise by combining De Prado-inspired preprocessing with a hybrid Transformer-LSTM architecture.

pytorch time-series-classification transformer-lstm optuna-optimization triple-barrier-method de-prado-inspired purged-k-fold-cross-validation
  • Updated Oct 18, 2025
  • Jupyter Notebook

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