hajirazin/learnfinance-models-patchtst

LearnFinance PatchTST Model - v2026-08-14-e7b14b211a54

OHLCV 5-channel PatchTST transformer model for predicting weekly stock returns.

Model Details

• Version: v2026-08-14-e7b14b211a54
• Model Type: PatchTST (Patch Time Series Transformer)
• Training Window: 2016-01-01 to 2026-08-14
• Symbols: 430 stocks

Input Channels (11 total)

• OHLCV log returns (5): open, high, low, close, volume
• News sentiment (1)

Metrics

• Train Loss: 0.0004920316622195163
• Validation Loss: 0.0006347791582118676
• Baseline Loss: 0.000620146282017231
• Best Epoch: 2
• Stopped Epoch: 17

Usage

from brain_api.storage.patchtst.huggingface import PatchTSTHalalNewHuggingFaceModelStorage
from brain_api.storage.patchtst.local import PatchTSTHalalNewModelStorage

storage = PatchTSTHalalNewHuggingFaceModelStorage(
    repo_id="hajirazin/learnfinance-models-patchtst",
    local_cache=PatchTSTHalalNewModelStorage(),
)
artifacts = storage.download_model(version="v2026-08-14-e7b14b211a54")