Request for the configuration file

[shisi-cc]

I have read the paper and try to implement the models. Could you provide the configuration file (net_config.json) of CNN model in Figure 2 and RNN model in Figure 3?

[dexhunter]

I don't have the original ones Zhengyao used but you can simply tweak around at net_config.json

https://github.com/ZhengyaoJiang/PGPortfolio/blob/a2daa72d5ed62acad0a947f0bc79970c6356514b/pgportfolio/net_config.json#L1-L37

[Hisairnessag3]

I don't have the original ones Zhengyao used but you can simply tweak around at net_config.json

Not sure this is true in the RNN's case, you will have to add code for it in network.py

[bjrnfrdnnd]

I have the same question. I am looking for configuration files that reproduce (or come close to reproduce) the figures in the user guide/paper. I know I can tweak net_config.json, but I am unable to procuce a config that comes close to the figures. Do you have an example?

[Hisairnessag3]

@bjrnfrdnnd You will have to refer to their paper for the actual training parameters

[bjrnfrdnnd]

Thanks.

I found some parameters in the paper.

I was not able, however, to translate that information to a complete net_config.json.

The net_config.json given in the user guide does not produce the figure in the userguide.

So I am at a loss and I hope someone can help me.

Thanks,

bjrnfrdnnd

On 14/03/2021 21:22, Hisairnessag3 wrote:

@bjrnfrdnnd https://github.com/bjrnfrdnnd You will have to refer to their paper for the actual training parameters

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[Hisairnessag3]

If you give detail about which params you cannot fill in the net_config, I will try and help you.