Chart of Current Price and Predicted Prices

Price Predicting Transformer

  • Category: Machine Learning
  • Tools & Frameworks: NumPy, PyTorch
  • Project Duration: Feb-March, 2024

Details

  • Developed a Transformer-based model for short-term price prediction using time-series data, improving intraday trading forecasts
  • Designed a Transformer model based on “Attention Is All You Need” paper with over 1 million parameters
  • Trained the model using time-series data for Nifty-based indices, collected over a period of 6 months.
  • Gained expertise in creating Transformer models with PyTorch, enhancing the ability to model complex sequential data