simonjisu / SMILE

Geek Repo:Geek Repo

Github PK Tool:Github PK Tool

Stock Movement predIction with Latent Embedding optimization

😊 SMILE - Stock Movement predIction with Latent Embedding optimization

People

Prerequisite

For pipenv user

# this command will automatically generate lock file by your system
$ pipenv lock
# install the env
$ pipenv install

For other users

# window users
pip install -r requirements_win.txt
# other users
pip install -r requirements.txt

How-to-Run

  1. First write a experiment yaml file(see settings.yml in the experiments folder
    • There are also some pre-defined settings see the comments in the settings.yml
  2. Run the experiments
    $ sh ./run_train.sh [your_exp_filename]
    # e.g.
    $ sh ./run_train.sh acl18.0

You can also run test on all the experiments by

$ sh ./run_test.sh [number of meta test for each iteration]
# e.g.
$ sh ./run_test.sh 100

Experiment Results

ACL18

KDD17

Table

Experiment File Experiment Test Type Test Accuracy Test Loss Train Accuracy Train Loss
acl18.0 acl18-baseline test1 0.5118 7.4329 0.8633 0.3078
test2 0.6877 3.8232
test3 0.5135 6.6364
acl18.1 acl18-nohis test1 0.5113 6.1526 0.8933 0.2813
test2 0.6567 4.0848
test3 0.5148 6.1174
acl18.2 acl18-n_finetune5 test1 0.5168 6.2921 0.8350 0.3608
test2 0.6402 4.0439
test3 0.4868 6.3577
acl18.3 acl18-n_layer1 test1 0.5040 6.0520 0.8850 0.2911
test2 0.5545 4.9809
test3 0.5008 5.7756
acl18.4 acl18-n_stock1.n_sample5 test1 0.5095 4.7025 0.8100 0.4778
test2 0.5390 4.1183
test3 0.5170 4.3116
acl18.5 acl18-n_stock1.n_sample10 test1 0.4810 5.6018 0.8475 0.3668
test2 0.5423 4.4572
test3 0.5100 5.0539
acl18.6 acl18-n_inner10 test1 0.5122 8.8750 0.8858 0.2751
test2 0.7078 4.4255
test3 0.5123 8.6040
kdd17.0 kdd17-baseline test1 0.5127 3.1997 0.6550 0.6209
test2 0.5958 2.6747
test3 0.5188 3.2512
kdd17.1 kdd17-nohis test1 0.5042 3.2292 0.6667 0.6026
test2 0.5888 2.8033
test3 0.5183 3.1743
kdd17.2 kdd17-n_finetune5 test1 0.5145 3.1745 0.6767 0.6149
test2 0.5448 3.0430
test3 0.5108 3.2819
kdd17.3 kdd17-n_layer1 test1 0.5063 3.4224 0.6650 0.6271
test2 0.5532 3.3240
test3 0.5110 3.3782
kdd17.4 kdd17-n_stock1.n_sample5 test1 0.4865 3.1318 0.6700 0.6482
test2 0.5360 3.0204
test3 0.4980 3.0609
kdd17.5 kdd17-n_stock1.n_sample10 test1 0.5110 3.1398 0.6500 0.6657
test2 0.5475 3.0745
test3 0.5145 3.1941
kdd17.6 kdd17-n_inner10 test1 0.5195 3.4049 0.6658 0.6209
test2 0.6364 2.6134
test3 0.5288 3.4379

About


Languages

Language:Python 62.8%Language:Jupyter Notebook 36.7%Language:Shell 0.5%