# ML Model Parameters Configuration # Centralized configuration for all AI/ML model parameters [dqn] # Deep Q-Network parameters state_size = 50 # Market features input size action_size = 3 # Buy, Sell, Hold hidden_sizes = [256, 256] # Hidden layer dimensions learning_rate = 0.001 # Learning rate for training gamma = 0.99 # Discount factor for future rewards target_update_freq = 1000 # Target network update frequency dropout_rate = 0.1 # Dropout rate for regularization memory_size = 100000 # Replay buffer capacity batch_size = 32 # Training batch size [dqn.hft_optimized] # HFT-specific optimized parameters state_size = 40 # Reduced feature set for speed action_size = 3 # Buy, Sell, Hold hidden_sizes = [128, 128] # Smaller networks for latency learning_rate = 0.0005 # Lower learning rate for stability gamma = 0.95 # Lower discount for HFT (shorter horizon) target_update_freq = 500 # More frequent target updates dropout_rate = 0.05 # Lower dropout for HFT memory_size = 50000 # Smaller buffer for recent data focus batch_size = 64 # Larger batches for stable gradients [agent] # DQN Agent parameters epsilon = 1.0 # Initial exploration rate epsilon_min = 0.01 # Minimum exploration rate epsilon_decay = 0.995 # Exploration decay rate min_replay_size = 1000 # Minimum samples before training [agent.hft_optimized] # HFT-specific agent parameters epsilon = 0.3 # Lower initial exploration for HFT epsilon_min = 0.001 # Very low minimum exploration epsilon_decay = 0.9995 # Slower decay for stable learning min_replay_size = 2000 # More samples before training [mamba] # MAMBA model parameters model_dim = 768 # Model dimension state_size = 64 # State space size conv_kernel = 4 # Convolution kernel size expand_factor = 2 # Expansion factor dt_rank = "auto" # Delta time rank [liquid] # Liquid AI model parameters model_type = "LFM1B" # Model type (LFM1B, LFM3B, LFM40B, Custom) hidden_size = 768 # Hidden layer size num_layers = 12 # Number of transformer layers num_heads = 12 # Number of attention heads intermediate_size = 3072 # Feed-forward intermediate size [tft] # Temporal Fusion Transformer parameters hidden_size = 128 # Hidden layer size num_encoder_layers = 2 # Number of encoder layers num_decoder_layers = 2 # Number of decoder layers num_heads = 8 # Number of attention heads dropout_rate = 0.1 # Dropout rate attention_dropout = 0.1 # Attention dropout rate [tggn] # Temporal Graph Generation Network parameters hidden_size = 256 # Hidden layer size num_layers = 4 # Number of graph layers num_heads = 8 # Number of attention heads edge_dim = 64 # Edge feature dimension max_nodes = 1000 # Maximum nodes in graph [nlp] # NLP model parameters model_type = "FinBERT" # Model type (BERT, RoBERTa, DistilBERT, FinBERT, Custom) hidden_size = 768 # Hidden size num_layers = 12 # Number of layers num_heads = 12 # Number of attention heads max_sequence_length = 512 # Maximum sequence length vocab_size = 30522 # Vocabulary size [inference] # Inference parameters max_latency_us = 100 # Maximum inference latency target inference_threads = 8 # Number of inference threads batch_size = 32 # Batch size for batch inference warmup_iterations = 100 # Model warmup iterations on startup enable_gpu = true # Enable GPU acceleration device_id = 0 # CUDA device ID memory_pool_mb = 1024 # GPU memory pool size enable_mixed_precision = true # Enable mixed precision inference [model_paths] # Model file paths models_dir = "./models" venue_selection = "./models/venue_selection.onnx" risk_assessment = "./models/risk_assessment.onnx" sentiment_analysis = "./models/sentiment.onnx" [model_configs] # Model type configurations venue_selection_type = "onnx" venue_selection_input_size = 50 venue_selection_output_size = 10 risk_assessment_type = "onnx" risk_assessment_input_size = 30 risk_assessment_output_size = 1 sentiment_analysis_type = "onnx" sentiment_analysis_input_size = 512 sentiment_analysis_output_size = 3 [normalization] # Feature normalization parameters enable_normalization = true means = [] # Will be populated during training stds = [] # Will be populated during training min_vals = [] # Will be populated during training max_vals = [] # Will be populated during training [validation] # Model validation parameters clamp_min = -1000.0 # Minimum value clamp clamp_max = 1000.0 # Maximum value clamp finite_check = true # Check for NaN/Inf values