Closes #020 - Ticker Data Real-Time Alignment & ML Handbook Integration

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Antigravity Agent
2026-06-14 13:25:42 +02:00
parent 9c5cd78801
commit 118c626fe0
6 changed files with 299 additions and 44 deletions

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@@ -26,8 +26,8 @@ export default function CryptoMathModal({ isOpen, onClose }: CryptoMathModalProp
if (!isOpen) return null;
return (
<div className="fixed inset-0 z-50 flex items-center justify-center bg-slate-950/85 backdrop-blur-md p-4 sm:p-6 md:p-8 animate-fade-in">
<div className="bg-slate-900 border border-slate-800/80 rounded-3xl w-full max-w-4xl h-[80vh] flex flex-col overflow-hidden shadow-2xl relative text-slate-300">
<div className="fixed inset-0 z-50 overflow-y-auto bg-slate-950/85 backdrop-blur-md flex items-start justify-center p-4 sm:p-6 md:p-8 animate-fade-in">
<div className="bg-slate-900 border border-slate-800/80 rounded-3xl w-full max-w-4xl my-auto max-h-full flex flex-col overflow-hidden shadow-2xl relative text-slate-300">
{/* Modal Header */}
<div className="flex justify-between items-center px-6 py-4 bg-slate-950/45 border-b border-slate-800/60">
@@ -181,6 +181,70 @@ export default function CryptoMathModal({ isOpen, onClose }: CryptoMathModalProp
</div>
</div>
{/* Section G: Ensemble Estimator Specifications */}
<div className="space-y-3">
<h4 className="text-xs font-bold text-cyan-400 uppercase tracking-wider font-mono">G. Ensemble Estimator Specifications</h4>
<p className="text-xs leading-relaxed text-slate-400">
The Walk-Forward Ensemble Radar aggregates forecasting signals from 5 independent machine learning estimators optimized for distinct predictive roles across three temporal horizons:
</p>
<div className="bg-slate-950/40 p-5 rounded-2xl border border-slate-800/60 space-y-4">
<div className="space-y-1">
<span className="text-xs font-semibold text-slate-200 block">1. Random Forest (RF)</span>
<p className="text-xs text-slate-400 leading-relaxed">
Utilizes bootstrap aggregation (bagging) of uncorrelated decision trees to map non-linear feature interactions. It constructs a robust ensemble prediction:
</p>
<BlockMath math="\hat{P}_{\text{RF}}(y=1 \mid \mathbf{x}) = \frac{1}{B} \sum_{b=1}^{B} f_b(\mathbf{x})" />
<p className="text-[10px] text-slate-500 font-mono">
Optimized for multi-regime boundary separation and filtering out high-volatility futures noise.
</p>
</div>
<div className="space-y-1">
<span className="text-xs font-semibold text-slate-200 block">2. XGBoost / Gradient Boosting (GB)</span>
<p className="text-xs text-slate-400 leading-relaxed">
Fits sequential decision trees to minimize the residual classification loss via gradient descent:
</p>
<BlockMath math="\mathcal{L}^{(t)} = \sum_{i=1}^{n} l\left(y_i, \hat{y}_i^{(t-1)} + f_t(\mathbf{x}_i)\right) + \Omega(f_t)" />
<p className="text-[10px] text-slate-500 font-mono">
Highly responsive to short-term micro-trends, making it the primary signal anchor for the T+1 horizon.
</p>
</div>
<div className="space-y-1">
<span className="text-xs font-semibold text-slate-200 block">3. Logistic Regression with ElasticNet (LR)</span>
<p className="text-xs text-slate-400 leading-relaxed">
Serves as the linear baseline anchor, regularized with combined L1 (Lasso) and L2 (Ridge) penalties:
</p>
<BlockMath math="\min_{\mathbf{w}, c} \frac{1}{n} \sum_{i=1}^{n} \log\left(1 + e^{-y_i (\mathbf{w}^T \mathbf{x}_i + c)}\right) + r \lambda \|\mathbf{w}\|_1 + \frac{1-r}{2} \lambda \|\mathbf{w}\|_2^2" />
<p className="text-[10px] text-slate-500 font-mono">
Prevents wild regime-extrapolation decay and ensures structural stability during major trend shifts.
</p>
</div>
<div className="space-y-1">
<span className="text-xs font-semibold text-slate-200 block">4. Support Vector Machine (SVM)</span>
<p className="text-xs text-slate-400 leading-relaxed">
Projects the feature space into a high-dimensional Hilbert space using a Radial Basis Function (RBF) kernel:
</p>
<BlockMath math="K(\mathbf{x}_i, \mathbf{x}_j) = \exp\left(-\gamma \|\mathbf{x}_i - \mathbf{x}_j\|^2\right)" />
<p className="text-[10px] text-slate-500 font-mono">
Isolates non-linear hyperplane separation boundaries, targeting multi-dimensional trend-reversal thresholds for the T+5 horizon.
</p>
</div>
<div className="space-y-1">
<span className="text-xs font-semibold text-slate-200 block">5. Multi-Layer Perceptron (MLP)</span>
<p className="text-xs text-slate-400 leading-relaxed">
A deep feedforward neural network mapping complex cross-correlations across hidden layers using backpropagation:
</p>
<BlockMath math="\mathbf{a}^{(l)} = \sigma\left(\mathbf{W}^{(l)} \mathbf{a}^{(l-1)} + \mathbf{b}^{(l)}\right)" />
<p className="text-[10px] text-slate-500 font-mono">
Extracts intricate temporal patterns and deep feature interactions, optimized for the medium-term T+10 forecasting horizon.
</p>
</div>
</div>
</div>
</div>
</div>
</div>