-
Notifications
You must be signed in to change notification settings - Fork 10
Asking data, data processing method and Losses. #5
Copy link
Copy link
Open
Description
Hi authors,
Thank you for your hard work, your model is very prominent.
Currently, I try to replicate your results on CSI 300 dataset, but I have some issues.
- I realize that you used CSI 300 dataset for training THGNN model. Can you describe how to get the data?
- Is "label" value daily "return ratio"?
- I realize that you remove Sigmoid activation, and use MSE loss instead of BCE loss, is it different from your description in your paper?
- In the first repo, there is a file for processing relation data (stock correlation calculation). Is it in alpha folder (alphas.py and alpha_101.py) ?
I hope to hear your response soon.
Reactions are currently unavailable
Metadata
Metadata
Assignees
Labels
No labels