mathias
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  • Joined on 2026-03-27
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mathias pushed tag v1.0.0 to mathias/jepa-fx-risk 2026-06-26 10:43:15 +00:00
mathias pushed to main at mathias/jepa-fx-risk 2026-06-26 10:43:15 +00:00
48c7e3bd02 chore: update metrics.json to canonical WINDOW=120 run (phase1_r2=0.3908)
3aded95ef1 feat(hpo): sweep results + update WINDOW default to 120
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mathias pushed tag v0.9.0 to mathias/jepa-fx-risk 2026-06-26 10:37:33 +00:00
mathias pushed to main at mathias/jepa-fx-risk 2026-06-26 10:37:33 +00:00
e739f84afd feat(hpo): env-var knob overrides + sweep script (18 configs)
mathias pushed to main at mathias/jepa-fx-risk 2026-06-26 10:33:34 +00:00
d282571c96 feat(phase1): MLP supervised head on frozen HEPA embeddings
mathias pushed tag v0.8.0 to mathias/jepa-fx-risk 2026-06-26 10:33:34 +00:00
mathias pushed to main at mathias/jepa-fx-risk 2026-06-26 10:11:16 +00:00
1a17a4c88e fix(eval): export block uses next-period RV target (t+1) to match Python probe
mathias pushed tag v0.7.0 to mathias/jepa-fx-risk 2026-06-26 10:11:16 +00:00
mathias pushed tag v0.6.1 to mathias/jepa-fx-risk 2026-06-25 11:14:41 +00:00
mathias pushed to main at mathias/jepa-fx-risk 2026-06-25 11:14:40 +00:00
fa6d6c634a fix(train): mini-batch training to avoid GPU OOM on hourly dataset
mathias pushed tag v0.6.0 to mathias/jepa-fx-risk 2026-06-25 11:12:57 +00:00
mathias pushed to main at mathias/jepa-fx-risk 2026-06-25 11:12:57 +00:00
e31905dc43 feat(data): EUR/USD hourly pipeline + 2008-2023 M1 dataset (#2)
mathias closed issue mathias/jepa-fx-risk#5 2026-06-25 06:06:22 +00:00
experiment: Phase 0 — MAE baseline on EUR/USD (SSL feasibility gate)
mathias closed issue mathias/jepa-fx-risk#14 2026-06-25 06:06:21 +00:00
research: HEPA (Jun 2026) — JEPA for volatility regimes, potential backbone/ablation for rq-04
mathias commented on issue mathias/jepa-fx-risk#14 2026-06-25 06:06:01 +00:00
research: HEPA (Jun 2026) — JEPA for volatility regimes, potential backbone/ablation for rq-04

HEPA backbone implemented — v0.5.0 — Phase-0 gate PASS

Decision: Use HEPA as the primary backbone (replaces TS-JEPA+SIGReg as default in train.py).

Architecture (implemented in…

mathias pushed to main at mathias/jepa-fx-risk 2026-06-25 06:05:40 +00:00
bde651b0df feat(backbone): replace TS-JEPA+SIGReg with HEPA causal JEPA
mathias pushed tag v0.5.0 to mathias/jepa-fx-risk 2026-06-25 06:05:40 +00:00
mathias commented on issue mathias/jepa-fx-risk#5 2026-06-24 20:57:55 +00:00
experiment: Phase 0 — MAE baseline on EUR/USD (SSL feasibility gate)

Phase-0 gate — v0.4.0 — INCONCLUSIVE

Date: 2026-06-24
Data: EUR/USD daily 2019-2023 (histdata M1 → daily RV), year-based split (train ≤2021, OOS ≥2022)

What was built

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mathias pushed tag v0.4.0 to mathias/jepa-fx-risk 2026-06-24 20:57:29 +00:00
mathias pushed to main at mathias/jepa-fx-risk 2026-06-24 20:57:29 +00:00
20aeecb971 fix(eval): correct probe metric to use true year-based OOS split