claude

dl-tcn-shortterm

使用因果扩张 Temporal Convolutional Network 对沪深 A 股分钟线执行未来 1、2、3、5 个交易日的横截面收益排序研究,并以同数据、切分和预算的 LSTM 作为基准,生成可审计的数据、训练、速度和预测效果证据。用于运行或诊断 TCN 短线预测、核验感受野与因果卷积、PIT/walk-forward/purge/embargo、防止未来泄漏、比较 RankIC/Top 区域指标与训练吞吐,或判断研究模型是否达到冻结候选条件;不用于组合换手优化、券商连接、实盘交易或收益承诺。

5 on GitHubGPL-3.0updated today06
/

Plugin dl-tcn-shortterm from marketplace quantskills in quantskills/registry. Commands read from the repo's manifest — today.

What it installs

Skills (1)

  • skill-dl-tcn-shortterm

    使用因果扩张 Temporal Convolutional Network 对沪深 A 股分钟线执行未来 1、2、3、5 个交易日的横截面收益排序研究,并以同数据、切分和预算的 LSTM 作为基准,生成可审计的数据、训练、速度和预测效果证据。用于运行或诊断 TCN 短线预测、核验感受野与因果卷积、PIT/walk-forward/purge/embargo、防止未来泄漏、比较 RankIC/Top 区域指标与训练吞吐,或判断研究模型是否达到冻结候选条件;不用于组合换手优化、券商连接、实盘交易或收益承诺。

View source on GitHub

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