AI4Finance-Foundation / AI4Finance-Foundation/Dynamic-Stock-Recommendation-Machine_Learning-Published-Paper-IEEE
How is "y_return" calculated ?
- Linguagem predominante
- Jupyter Notebook
- Estrelas
- 23
- Forks
- 20
- Métricas de merge de PRs
- Nenhum PR com merge em 30d
Descrição
Sorry, i am having trouble getting the y_return in your "fundamental_final_table.xlsx".
The main confusion is whether y_return is calculated based on the quarter after the earning's report? (e.g we have fundamental data for Q1 (m1-m3), and y_return is calculated on Q2 m4-m6) or it is the 3-month span starting with the trade date, as mentioned in the paper, there is usually a two-month delay. (e.g apple reported their 2017 Q1 earning at 05/02, and the trade date is 06/01, y_return is calculated on the period from 06/01 to 08/31)?
I guess the second option makes more sense?
Guia de contribuição
Nenhum guia de contribuição indexado para este repositório
Avaliação
Esta issue ainda não foi avaliada.