2.0 Neural Network Training - 1999michael/AI-Finance-Project GitHub Wiki

Dependencies: CUDA
Libraries: PyTorch

Training

Optimizer: RMSProp
Loss Function: MSELoss

trivial, model.train()...lol jkjkjkjkjk

Batching

LSTM batching

Convolutional network batching

Accuracy Evaluation

Labels

  • 0: price decreased beyond (-1)*no_change_range%
  • .5: price stayed within (-1)*no_change_range% and no_change_range%
  • 1: price increased beyond *no_change_range%

Corresponding Label Prediction

  • 0-0.33: model predicts a 0 label
  • 0.34-0.66: model predicts a .5 label
  • 0.67-1.0: model predict a 1 label
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