edebrouwer / gru_ode_bayes

Pytorch implementation of GRU-ODE-Bayes
MIT License
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Production use for shorting stocks? #8

Open LifeIsStrange opened 4 years ago

LifeIsStrange commented 4 years ago

According to paperswithcode.com this seems to be the state of the art at time series forecasting (in general). Is it the state of the art at forecasting of financial stock forecasting too? If so, would it gain more money than it would loose in average?

If it would still not be lucrative, what value of MSE and NEGLL would be needed to ensure on average lucrativity (winning money)?

LifeIsStrange commented 4 years ago

@edebrouwer