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Implementation of Selectively Predicting Stock Index using Neural Networks with an Integrated Reject Option

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SelectiveTs

Predicting Time-series Selectively

SeletiveTs is strongly inspired by the architecture of SelectiveNet, and is able to learn the instrinstic patterns of a financial market without user-specified abstaining threshold.

Results

General Results on DAX, S&P 500 and HSI.

Raw data retrieved from Yahoo Finance

Run

Simply run:

python examples/demo.py

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Implementation of Selectively Predicting Stock Index using Neural Networks with an Integrated Reject Option

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