- This repository contains the codes for the project 'VIX Futures Prediction'.
- Brief project introduction details and the simulation results can be found at VIX Futures Forcase Project Summary
- This code was previously private. After removing the pre-trained parameters, training details, and real-time results, it has been made public for learning reference.
- Python 3.5+
- PyTorch 1.9.0
- Other essential dependencies like numpy, sklearn, pandas, and math, etc.
- By typing the command
sh ./daily_script.sh
in Linux Shell, the daily prediction auto-generation tool will automatically start, run, terminate, and present the results. - In case of data not being maintained, discontinuity, or when the program has not been run for a long time, you can manually update the following two arguments directly after the command
sh daily_script.sh
to allow the model to calibrate itself automatically:-- prior_day
, e.g.,20210603
.-- feature_generate_mode
, e.g.,all
ordaily
.