Upload folder using huggingface_hub
Browse files- .gitattributes +1 -0
- README.md +79 -0
- config.json +22 -0
- lstm_forecaster.pkl +3 -0
- lstm_model/fingerprint.pb +3 -0
- lstm_model/keras_metadata.pb +3 -0
- lstm_model/saved_model.pb +3 -0
- lstm_model/variables/variables.data-00000-of-00001 +0 -0
- lstm_model/variables/variables.index +0 -0
- transformer_forecaster.pkl +3 -0
- transformer_model/fingerprint.pb +3 -0
- transformer_model/keras_metadata.pb +3 -0
- transformer_model/saved_model.pb +3 -0
- transformer_model/variables/variables.data-00000-of-00001 +3 -0
- transformer_model/variables/variables.index +0 -0
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README.md
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---
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license: mit
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tags:
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- time-series-forecasting
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- financial-data
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- neural-networks
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- lstm
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- transformer
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- tensorflow
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library_name: tensorflow
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---
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# FinTech Neural Forecasters
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This repository contains neural network models for financial time series forecasting, part of the FinTech DataGen project.
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## Models Included
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### LSTM Forecaster
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- **Algorithm**: Long Short-Term Memory Neural Network
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- **Architecture**: Single LSTM layer with Dense output
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- **Lookback**: 10 time steps
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- **Performance**: RMSE=1.89, MAE=1.45, MAPE=1.42%
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### Transformer Forecaster
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- **Algorithm**: Transformer with multi-head attention
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- **Architecture**: d_model=32, num_heads=2, ff_dim=64
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- **Lookback**: 10 time steps
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- **Performance**: RMSE=1.76, MAE=1.38, MAPE=1.35%
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## Usage
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```python
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import tensorflow as tf
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from huggingface_hub import snapshot_download, hf_hub_download
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import joblib
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# Method 1: Download complete forecaster objects (Recommended)
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lstm_forecaster_path = hf_hub_download(repo_id="abdullah-daoud/fintech-neural-forecasters", filename="lstm_forecaster.pkl")
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transformer_forecaster_path = hf_hub_download(repo_id="abdullah-daoud/fintech-neural-forecasters", filename="transformer_forecaster.pkl")
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# Load complete forecasters
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lstm_forecaster = joblib.load(lstm_forecaster_path)
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transformer_forecaster = joblib.load(transformer_forecaster_path)
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# Make predictions
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lstm_predictions = lstm_forecaster.predict(steps=5)
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transformer_predictions = transformer_forecaster.predict(steps=5)
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# Method 2: Download individual model files
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repo_path = snapshot_download(repo_id="abdullah-daoud/fintech-neural-forecasters")
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# Load individual TensorFlow models
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lstm_model = tf.keras.models.load_model(f"{repo_path}/lstm_model")
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transformer_model = tf.keras.models.load_model(f"{repo_path}/transformer_model")
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# Load scalers if available
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try:
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lstm_scaler = joblib.load(f"{repo_path}/lstm_model/scaler.pkl")
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transformer_scaler = joblib.load(f"{repo_path}/transformer_model/scaler.pkl")
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except FileNotFoundError:
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print("Scalers not found - models may handle scaling internally")
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```
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## Requirements
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- tensorflow>=2.13.0
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- numpy>=1.24.3
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- pandas>=2.0.3
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- scikit-learn>=1.3.0
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## Citation
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```
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@software{fintech_datagen_2025,
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title={FinTech DataGen: Complete Financial Forecasting Application},
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author={FinTech DataGen Team},
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year={2025},
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url={https://github.com/your_username/fintech-datagen}
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}
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```
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config.json
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{
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"model_type": "neural_forecasters",
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"models": [
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"lstm",
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"transformer"
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],
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"framework": "tensorflow",
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"task": "time-series-forecasting",
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"dataset": "financial_ohlcv",
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"metrics": {
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"lstm": {
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"rmse": 1.89,
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"mae": 1.45,
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"mape": 1.42
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},
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"transformer": {
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"rmse": 1.76,
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"mae": 1.38,
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"mape": 1.35
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}
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}
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}
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lstm_forecaster.pkl
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version https://git-lfs.github.com/spec/v1
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oid sha256:a57053c499a103f3be6b0cafb99bed1aa3eaab18dbf406abd5331a1f8f187300
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size 74099
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lstm_model/fingerprint.pb
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lstm_model/keras_metadata.pb
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lstm_model/saved_model.pb
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lstm_model/variables/variables.index
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transformer_forecaster.pkl
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transformer_model/fingerprint.pb
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transformer_model/keras_metadata.pb
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transformer_model/saved_model.pb
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