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Deep-Learning-Framework-for-Financial-Time-Series-Prediction-in-Python-Keras

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Randomly 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

Creat2018-10-19T02:53:15
Update2024-09-03T11:17:21
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