Latest retraining summary for 6th June 2023 release

The current model consumed training data up until 30th March 2023. The retraining process included one months worth of data after the retirement of Liddell. We also did considerable experimentation around the feature set (input variables) as well as boosting (weighting) more recent training periods. Much to our surprise our performance metrics when measured against the validation set (a weeks worth of data) showed that the original model either performed better or more or less equal to all new models. As a result we felt it best to preserve the consistency afforded by the current model hence no update to the model was made for the 6th of June.

Retraining schedule

Retraining a model is scheduled every 2 months or after 3 or 4 weeks after a significant change in market dynamics. The current retraining schedule for both PD and P7DAY follows:

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