google-research / torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
Apache License 2.0
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Incorporating real stock time series data #138

Open Med-Rokaimi opened 1 year ago

Med-Rokaimi commented 1 year ago

Thank you for this great work. Can you please give some hits how to use a real multivariate time series data (energy prices for exmple) in this example? Thank you