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  1. MachineLearningProject MachineLearningProject Public

    从零实现的 Decoder-only Transformer 应用于高频金融时序预测。包含 RoPE 位置编码、Cross-Stock Attention、SwiGLU FFN 等组件,94 维手工市场微观结构特征,~300 只 A 股分钟级 LOB 数据上 Pearson r = 0.0802(线性基线约 3 倍)。

    Python