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.

AssetAnalysis

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