search

jankrepl / deepdow

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

Reasonable feature scaling #8

Closed jankrepl closed 4 years ago

jankrepl commented 4 years ago

Or at least give a user an option to do it

jankrepl commented 4 years ago

transform RobustStandardScaler computed per sample - for rigiddataloader