I am really interested about your paper, your idea is cool。but there are some question when I reading your paper .
1、Are the 735 stocks in the data set due to the annual adjustment of CSI300 stocks?
2、in the paper "For each stock on date 𝑡, Alpha360 looks back 60 days to construct a 360-dimensional historical stock data as a stock feature of this stock at date 𝑡. We use the features of stocks in CSI 100 and CSI 300 both from" . So the feature input in GRU-encorder is 360-dimensional historical stock data which looks back 60 days ?
3、I'm Interested in your stock2concept process, can you briefly describe how it was obtained?
I would appreciate it if you could reply as soon as possible.
Thank you for your help,Best wish~
Dear authors,
I am really interested about your paper, your idea is cool。but there are some question when I reading your paper .
1、Are the 735 stocks in the data set due to the annual adjustment of CSI300 stocks?
2、in the paper "For each stock on date 𝑡, Alpha360 looks back 60 days to construct a 360-dimensional historical stock data as a stock feature of this stock at date 𝑡. We use the features of stocks in CSI 100 and CSI 300 both from" . So the feature input in GRU-encorder is 360-dimensional historical stock data which looks back 60 days ?
3、I'm Interested in your stock2concept process, can you briefly describe how it was obtained?
I would appreciate it if you could reply as soon as possible. Thank you for your help,Best wish~