alexander34ro / AML-Replicating-Novel-Deep-Learning-with-CNN-and-Bi-Directional-LSTM-for-Improved-Index-Prediction

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Create target values when creating sequences #11

Closed ariansajina closed 3 years ago

ariansajina commented 3 years ago

Also need to normalize both sequences and target values in a consistent way. Since we use relative change noramlization I think we need to normalize the target value relative to the first value of its corresponding sequence (meaning relative to the price at 57 days before).