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nmharmon8 / StockMarketGAN

Stock Market Prediction Using Unsupervised Features
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False Positive #3

Open rowcolumn opened 5 years ago

rowcolumn commented 5 years ago

Firstly, I appreciate your effort for using GAN to time series prediction.

In your write up, I find the number of false positive is large. How come a false prediction can make money as claimed in the write up?

Thank you.

jnkopacz commented 5 years ago

The claim is the false positive predictions might still yield positive earnings (hopefully they would be greater than 0% but less than 10%). His next chart shows the data does not support this. The stock movement for the FPs is skewed toward negative returns.