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 normalization method #19

Open LeonardWan opened 2 years ago

LeonardWan commented 2 years ago

In my experiment(train 4 years to predict 1 year, to predict 2015~2020), using the future data to normalize dataset(use the maximum of testset) will significantly improve the result. In another reply, you said you got the similar results by different normalization methods, this is very confusing to me, have you tried data from other years? Thank you very much.

fulifeng commented 2 years ago

No, I didn't try that.