fulifeng / Temporal_Relational_Stock_Ranking

Code for paper "Temporal Relational Ranking for Stock Prediction"
https://arxiv.org/pdf/1809.09441.pdf
GNU Affero General Public License v3.0
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rank loss func bug #14

Open MLightM opened 3 years ago

MLightM commented 3 years ago

rank loss should be ''..... - tf.multiply(pre_pw_dif, gt_pw_dif) ...‘’, '-' is missing when define the loss in rank_lstm.py

fulifeng commented 3 years ago

Come on! Please check the difference when we calculate: pre_pw_dif and gt_pw_dif

MLightM commented 3 years ago

Come on! Please check the difference when we calculate: pre_pw_dif and gt_pw_dif

oh... yes, you are right, thanks!

wjhmike95 commented 2 years ago

why do you use "mean" to reduce rank loss instead of "sum" which is from loss equation in the essay?

ownnaruto commented 1 year ago

Is this loss really useful?I try so many times, just find that the results without rank loss are much better!