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huseinzol05 / Stock-Prediction-Models

Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
Apache License 2.0
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Neural Ordinary Differential Equations #15

Open bitnom opened 5 years ago

bitnom commented 5 years ago

The first time I saw the trajectories example for neural ODE, I realized that it seems to illustrate the same pattern as the compression and expansion waves of markets:

This will be my next script to work on. Putting it out there for the interest of those toiling around this repo.

Cerebrock commented 5 years ago

I was thinking on applying this as well, have you done any progress?

huseinzol05 commented 5 years ago

We must defined functions to differentiate, all examples in NODE just a function trajectory, never done on stochastic samples. I still struggling to understand the math to apply on stochastic domain.

Cerebrock commented 5 years ago

Have you seen these? https://arxiv.org/pdf/1906.02355.pdf https://arxiv.org/pdf/1905.10403.pdf https://arxiv.org/pdf/1905.09883.pdf (I wish I could help you with the math)