pytorchdeep-learning

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anromano111 / ml_prediction_financial_markets

ETH Datathon 2026 (HRT challenge): intraday trading strategy blending volatility-normalised mean reversion, FinBERT news sentiment and a residual MLP, with Optuna-tuned weights. Sharpe 2.95 on the hidden test set, 4th place

machine-learning quantitative-financealgorithmic finbertsentiment-analysis pytorchdeep-learning optunatime-seriespythondatathon

Updated Oct 15, 2026
Python

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