finol.model_layer

model_layer 模块包含与模型层相关的类和函数。

finol.model_layer.AlphaPortfolio

Class to generate predicted scores for the input assets based on the AlphaPortfolio model.

finol.model_layer.AlphaStock

Class to generate predicted scores for the input assets based on the AlphaStock model.

finol.model_layer.CNN

Class to generate predicted scores for the input assets based on the Convolutional Neural Network (CNN) model.

finol.model_layer.CNN_JF

Class to generate predicted scores for the input assets based on the CNN-JF model.

finol.model_layer.DNN

Class to generate predicted scores for the input assets based on the Deep Neural Network (DNN) model.

finol.model_layer.GRU

Class to generate predicted scores for the input assets based on the Gated Recurrent Unit (GRU) model.

finol.model_layer.LSRE_CAAN

Class to generate predicted scores for the input assets based on the LSRE-CAAN model.

finol.model_layer.LSTM

Class to generate predicted scores for the input assets based on the Long Short-Term Memory (LSTM) model.

finol.model_layer.RNN

Class to generate predicted scores for the input assets based on the Recurrent Neural Network (RNN) model.

finol.model_layer.TCN

Class to generate predicted scores for the input assets based on the Temporal Convolutional Network (TCN) model.

finol.model_layer.Transformer

Class to generate predicted scores for the input assets based on the Transformer model.

finol.model_layer.CustomModel

Class to serve as a base neural network model for portfolio selection.

finol.model_layer.ModelInstantiator

Class to instantiate model class based on the provided configuration.