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harrisonfloam / deep-trading-algorithm

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Normalize data? #34

Open harrisonfloam opened 1 year ago

harrisonfloam commented 1 year ago

Do we need to normalize data for improved performance?

How do we get back to actual values after normalizing?

harrisonfloam commented 1 year ago

https://cnvrg.io/pytorch-lstm/

standard scaling for features, min/max scaling for targets