Navigation

    Quantiacs Community

    • Register
    • Login
    • Search
    • Categories
    • News
    • Recent
    • Tags
    • Popular
    • Users
    • Groups
    1. Home
    2. black.magmar
    3. Best
    B
    • Profile
    • Following 0
    • Followers 0
    • Topics 1
    • Posts 2
    • Best 1
    • Groups 0
    • Blog

    Best posts made by black.magmar

    • Machine Learning - LSTM strategy seems to be forward-looking

      Hi,
      Your Machine Learning - LSTM strategy seems to be forward-looking. You train the model using feature_for_learn_df, then you calculate the prediction for features_cur (with timestamp in the past), and then you use the predictions as the weights for those same past timestamps (weights.loc[dict(asset=asset_name, time=features_cur.time.values)] = prediction). In this way you have weights as values from a model that has seen values from the future (from the point of view of the timestamp of the weight).
      Thank you

      posted in General Discussion
      B
      black.magmar
    • Documentation
    • About
    • Career
    • My account
    • Privacy policy
    • Terms and Conditions
    • Cookies policy
    Home
    Copyright © 2014 - 2021 Quantiacs LLC.
    Powered by NodeBB | Contributors