Tag: deep learning
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MASE, RMSSE
MAE, RMSE를 scale. Scale 시 이전 예측값으로 미래를 예측하는 방법 사용.
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CNN performs well for trend detection
STOCK PRICE PREDICTION USING LSTM,RNN AND CNN-SLIDING WINDOW MODEL compares RNN, CNN, and LSTM performance in predicting stock price. Very interestingly, RNN and LSTM couldn’t detect trend changes (fluctuations without specific direction VS upward direction) while CNN could. Although the experiements in the paper uses just two stocks, I see other papers also suggesting CNN…
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Deep learning model tuning
구글 리서치에서 나온 딥 러닝 튜닝 가이드 https://github.com/google-research/tuning_playbook