"we normalize the price of each stock via dividing it by its maximum value throughout the entire 2013-2017 dataset"
in the paper, you used this way to normalize the value. however maximum value during the period is a future function
which can be known after the whole period.
this is very common mistake to use future function, did you try other normlizeing method?
thanks
Yes, before we use the maximum value throughout the entire 2013-2017 dataset, we have tried to use the maximum value during the training period. The results are quite close.
"we normalize the price of each stock via dividing it by its maximum value throughout the entire 2013-2017 dataset" in the paper, you used this way to normalize the value. however maximum value during the period is a future function which can be known after the whole period. this is very common mistake to use future function, did you try other normlizeing method? thanks