← Back to Projects
Sector Rotation System

Sector Rotation System

Ensemble AI

9-agent ensemble system with LSTM, CNN, and RNN specialists. 25-year temporal validation with statistical significance testing, Sharpe ratio analysis, and ablation studies.

PythonPyTorchLSTMCNNRNNMulti-AgentEnsemble LearningTime SeriesAWS

About

9-agent ensemble system with parallel model-specialist coordination across 25 years of temporal validation data. LSTM, CNN, and RNN operate as independent specialists. Dynamic weighting under non-stationary conditions.

The Problem

Single-model approaches to temporal prediction suffer from inherent architectural bias. No single architecture optimally handles multi-dimensional temporal data.

The Approach

Parallel specialist coordination with adaptive weighting. Three model architectures operate as independent specialist agents. Ensemble coordinator adjusts weights based on rolling accuracy windows. Validation rigor through significance testing and ablation analysis.

Tech Stack

  • Frontend: Streamlit, Matplotlib, Plotly
  • Backend: Python 3.11, AWS, NumPy, Pandas
  • AI/ML: PyTorch (LSTM, CNN, RNN), Scikit-learn, Statistical Analysis (SciPy)