Deep-Learning-Framework-for-Financial-Time-Series-Prediction-in-Python-Keras
PublicRandomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for development set, final cross-validation in test set; Calculates model’s annualized return, improvement from buy/hold, percent profitable trades, profit factor, max drawdown
deep-learningfinancial-dataforecastingneural-networkspredictive-modelingreturnsstock-modelstock-price-predictiontime-series
Creat:2018-10-19T02:53:15
Update:2024-09-03T11:17:21
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