Shaastra-HSBC-Big-Data-Challenge/config.json at master · pratikm778/Shaastra-HSBC-Big-Data-Challenge · GitHub

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{
	"data": {
		"filename": "merged.csv",
		"test_filename": "merged_test.csv",
		"columns": [
            "target",
            "Buy",
            "spread",
            "price",
            "size",
            "arrival_rate",
            "Trade",
            "imbalance",
            "mid"
		],
		"sequence_length": 35,
		"train_test_split":0.8,
		"normalise": false
	},
	"training": {
		"epochs": 40,
		"batch_size": 256
	},
	"model": {
		"loss": "categorical_crossentropy",
		"optimizer": "adam",
		"save_dir": "saved_models",
		"layers": [
			{
				"type": "lstm",
				"neurons": 30,
				"input_timesteps": 35,
				"input_dim": 8,
				"return_seq": true
			},
			{
				"type": "dropout",
				"rate": 0.2
			},
			{
				"type": "lstm",
				"neurons": 40,
				"return_seq": true
			},
			{
				"type": "lstm",
				"neurons": 40,
				"return_seq": false
			},
			{
				"type": "dropout",
				"rate": 0.2
			},
			{
				"type": "dense",
				"neurons": 3,
				"activation": "softmax"
			}
		]
	}
}