jankrepl / deepdow

Portfolio optimization with deep learning.
https://deepdow.readthedocs.io
Apache License 2.0
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Add layer using spatial transformations #39

Closed jankrepl closed 4 years ago

jankrepl commented 4 years ago

Would be nice for the network to do translations along the time dimensions (possibly independently for each assets) https://pytorch.org/docs/stable/nn.functional.html#grid-sample

Scaling potentially also useful

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