huggingface-volatility-pred

Chris Clifford

To start:

$ pip install -r requirements.txt
$ jupyter lab

Then run all frames in gen_data.ipynb. After that, run each frame in train_test_split.ipynb, then change the DATA_FILE variable to match what is in the data/ directory. Keep doing this until all sub-datasets have been generated (there should be 9 CSV files in data/split/.

Finally, run ./run.sh. This will train and evaluate the model on whichever dataset the BASE_FILE variable matches.

Feel free to email [email protected] with questions for running.