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Generacion y Validación de Modelos Predictivos de Aprendizaje Profundo sobre mercados financieros (Bitfinex)

El sistema es flexible y permite realizar los siguientes pasos:

  1. Extracción y almacenamiento de los datos en base de datos temporal
  2. Procesamiento y transformación de los datos en ficheros locales
  3. Uso de generadores de secuencias para entrenar los modelos
  4. Entrenamiento del modelo
  5. Validación del modelo
  6. (Bonus) Busqueda del ratio de aprendizaje Oṕtimo
  7. (Bonus) Entrenamiento con ratio de aprendizaje cíclico

Tecnologias

InfluxDB
Python

Instrucciones

  • Instalar dependecias
  • Configurar los paramétros en el fichero main.py
  • Ejecutar el fichero main.py

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