JDE65/AssetAnalysis

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3
Rank 3,963,521 (Top 79 %)
Language
Python
License
MIT License
Created over 4 years ago
Updated about 4 years ago

JDE65/AssetAnalysis

JDE65

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Asset analysis : downloading assets and correlated assets for analysis with neural nets

CustomLoss

Custom Loss functions for asset return prediction with deep learning regression

D-ratio

D ratio is a performance metric to analyse the efficiency of algorithms that predict asset return or asset prices

Adjusted-Cross-entropy-loss-function

Adjusted CrossEntropy loss function that integrates the distance between the true class and the predicted one

Adjusted-MAE-loss-function

Adjusted MAE loss function is a custom loss function for Pytorch that integrates a penalty for the difference in sign between the true y and the predicted y.