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SJTU-DMTai / MASTER

This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Forecasting. MASTER is a stock transformer for stock price forecasting, which models the momentary and cross-time stock correlation and guide feature selection with market information.
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Bug in code? #15

Closed soya-git closed 5 months ago

soya-git commented 6 months ago

image In baseline.py, line167, shouldn't it be 'RICIR' : np.mean(ric)/np.std(ric)?

LITONG99 commented 6 months ago

Thank you for pointing this out and allow me to apologize for the trouble and confusion.

You are right. We have fixed it in the new commit on master branch, which only changes this line to np.mean(ric)/np.std(ric).