no code implementations • 2 Nov 2022 • Ruochen Xiao, Qiaochu Feng, Ruxin Deng
Models trained under assumptions in the complete market usually don't take effect in the incomplete market.
no code implementations • 31 Aug 2022 • Ruochen Xiao, Yingying Feng, Lei Yan, Yihan Ma
For LSTM model, the data from 01 January 2010 to 31 December 2015 are selected as the training set, the data from 01 January 2016 to 31 December 2017 as the validation set and the data from 01 January 2018 to 31 December 2018 as the test set.
