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jankrepl / deepdow

Portfolio optimization with deep learning.
https://deepdow.readthedocs.io
Apache License 2.0
903 stars 138 forks source link

Using custom features #139

Closed CadePGCM closed 8 months ago

CadePGCM commented 2 years ago

If I want to add custom features, how should I go about this?

jankrepl commented 2 years ago

Hey there!

I would definitely recommend inserting a new channel inside of the input X of shape (n_channels, n_timesteps, n_assets) assuming your "custom feature" is different for each timestep and each asset.

jankrepl commented 8 months ago

Closing due to inactivity