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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Question about the ranking loss #16

Open sz348372 opened 3 years ago

sz348372 commented 3 years ago

Hi there,

When calculating the pairwise ranking loss, should the ReLU be applied to the element-wise multiplication of two difference matrix (as is in the paper, equation (8)) instead of after the matrix multiplication, where the difference product is already aggreggated along one dimension)? Thanks!