Discussing the article: "Neural Networks in Trading: Contrastive Pattern Transformer"

 

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The Contrastive Transformer is designed to analyze markets both at the level of individual candlesticks and based on entire patterns. This helps improve the quality of market trend modeling. Moreover, the use of contrastive learning to align representations of candlesticks and patterns fosters self-regulation and improves the accuracy of forecasts.

When analyzing market situations using machine learning, we often focus on individual candlesticks and their attributes, overlooking candlestick patterns that frequently provide more meaningful information. Patterns represent stable candlestick structures that emerge under similar market conditions and can reveal critical behavioral trends.

Previously, we explored the Molformer framework, borrowed from the domain of molecular property prediction. The authors of Molformer combined atomic and motif representations into a single sequence, enabling the model to access structural information about the analyzed data. However, this approach introduced the complex challenge of separating dependencies between nodes of different types. Fortunately, alternative methods have been proposed that avoid this issue.

One such example is the Atom-Motif Contrastive Transformer (AMCT), introduced in the paper "Atom-Motif Contrastive Transformer for Molecular Property Prediction". To integrate the two levels of interactions and enhance the representational capacity of molecules, the authors of AMCT proposed to contrastive learning between atom and motif representations. Since atom and motif representations of a molecule are essentially two different views of the same entity, they naturally align during training. This alignment allows them to provide mutual self-supervised signals, thereby improving the robustness of the learned molecular representations.


Author: Dmitriy Gizlyk

 
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After solving the compilation error, there is a tester error, the whole head is burned, can not figure out where to solve the problem