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FateMurphy / CEEMDAN_LSTM

CEEMDAN_LSTM is a Python project for decomposition-integration forecasting models based on EMD methods and LSTM.
MIT License
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Signal CEEMDAN #1

Open LinuxpowerLudo opened 2 years ago

LinuxpowerLudo commented 2 years ago

Hi, First, thanks you for your repo ! very good !

But I have a question about the CEEMDAN signal... i think there are a lookhead bias right ? how you manage this bias in live trading ?

Regards Ludo.

FateMurphy commented 2 years ago

I think most predictors are biased. I have used this framework for live trading, but its performance still needs to be optimized.I haven't found an efficient way to deal with the bias right now.

LinuxpowerLudo commented 2 years ago

Maybe read this : https://www.inf.ufpr.br/lesoliveira/download/ESWA2017.pdf