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Yuhei-Handa / Attention_CNN_LSTM

Attention-CNN-LSTM model that predict exchange rate
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Can you complete the code to save the model and compare the drawings #1

Open badfish2019 opened 5 months ago

badfish2019 commented 5 months ago

This is a very good code that I have successfully run. I have written a prediction code and I am not sure if it is correct. Additionally, if I have new data, how should I handle it? Can I turn this into a regression problem

Yuhei-Handa commented 5 months ago

Thank you for contacting us.

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As you can see from the original paper, it is confirmed that there is a phenomenon where predicted prices follow current prices. This is a common occurrence in research on deep learning prediction models for forex and stock prices. Since this phenomenon aligns future price changes with current price changes, it cannot be used for real-time price predictions. We are not retrieving the code because this fact was revealed in the paper.

Additionally, this is a regression model that uses the L1 function as the loss function.