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Asking data, data processing method and Losses. #5

@quangtn2606

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@quangtn2606

Hi authors,

Thank you for your hard work, your model is very prominent.

Currently, I try to replicate your results on CSI 300 dataset, but I have some issues.

  1. I realize that you used CSI 300 dataset for training THGNN model. Can you describe how to get the data?
  2. Is "label" value daily "return ratio"?
  3. I realize that you remove Sigmoid activation, and use MSE loss instead of BCE loss, is it different from your description in your paper?
  4. In the first repo, there is a file for processing relation data (stock correlation calculation). Is it in alpha folder (alphas.py and alpha_101.py) ?

I hope to hear your response soon.

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