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jankrepl / deepdow

Portfolio optimization with deep learning.
https://deepdow.readthedocs.io
Apache License 2.0
875 stars 136 forks source link

Gradient with respect to the input #24

Closed jankrepl closed 4 years ago

jankrepl commented 4 years ago

Implemented a utility function that given the desired output allocation finds the feature tensor that will more or less predict such allocation

codecov[bot] commented 4 years ago

Codecov Report

Merging #24 into master will not change coverage. The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff            @@
##            master       #24   +/-   ##
=========================================
  Coverage   100.00%   100.00%           
=========================================
  Files           14        15    +1     
  Lines         1276      1307   +31     
=========================================
+ Hits          1276      1307   +31
Impacted Files Coverage Δ
deepdow/explain.py 100.00% <100.00%> (ø)

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