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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add rel_mask #21

Open LittleTigger-alpha opened 2 years ago

LittleTigger-alpha commented 2 years ago

Q1:Hello, why add rel_mask and weight?

weight_masked = tf.nn.softmax(tf.add(rel_mask, weight), dim=0)

and according to equation 12 in paper, why not div rel_mask? @fulifeng Q2:dj is the number of stocks satisfying the condition sum(a_ji) > 0. according to pagerank, d_j is the number of stocks which has relation with stock j. and i is not euqal to the i in equation 9. Is it right?