raoulg / financeJulia

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Dataset

dataset comes from this paper plus repo https://github.com/squareRoot3/Rethinking-Anomaly-Detection

Optional

The preprocess and save data steps are optional

preprocess

The preprocess folder contains the requirements.txt file and a jupyter notebook used to transform the original dataformat into csv files.

This assumes the tfinance dataset to be in the data/raw folder.

save data

This transforms the .csv files into a GNNGraph format and saves it as a .jld2 file.

You can find the result of this in data/processed/. You will need https://git-lfs.github.com/ to extract the file from git.

Visualize

This loads the tfinance.jld2 file and creates scatterplot / gif from the t-SNE-pi reduction.

GNN

03_Cora

A GNN model to test with the MNIST for graphs

03_graph_NN

A first setup, adapting the cora script for tfinance

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Language:Julia 66.0%Language:Jupyter Notebook 31.1%Language:Python 2.8%