What problem does it solve?
Training and comparing neural prediction models for market forecasting requires manual setup of ML pipelines, model selection, and result tracking. This Skill automates training LSTM, Transformer, and N-BEATS models on ticker data and persists results for later analysis.
Core Features & Use Cases
- Multi-Model Training: Train LSTM, Transformer, or N-BEATS models on any ticker symbol via the neural-trader CLI with configurable confidence levels.
- Prediction with Confidence Intervals: Generate forecasts with horizons (e.g., 5 days) and 0.95 confidence intervals.
- Model Comparison: Benchmark model types side by side to identify the best performer for a given symbol.
- Result Persistence: Store training outcomes in the trading-analysis memory namespace and train SONA on model outcomes.
- Use Case: A quant analyst wants to forecast AAPL prices. They train all three model types, compare validation metrics, and store the winning model's results for downstream trading decisions.
Quick Start
Train an LSTM model on the AAPL ticker with a 0.95 confidence interval and generate a 5-day prediction.