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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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Evaluation indicators #20

Open kongxin-come opened 2 years ago

kongxin-come commented 2 years ago

Hello, author. I would like to ask you about the evaluation metric IRR in evaluator.py that you wrote. Is the value of IRR in your paper the value obtained after subtracting 1 .