CustomLoss

Custom Loss functions for asset return prediction with deep learning regression

Custom loss functions presented improve ML regression algorithms predicting asset returns. This repository is linked to a paper currently submitted to a peer reviewed journal and a research conference. The draft has been made available for research purpose on https://ssrn.com/abstract=3973086.

The repository should be understood with the research paper.

The improvement proposed with these custom loss functions is for research ONLY and does not provide any usefull tool for making AI-assisted trading.

For any question or comment, please feel free to contact the author.

j.dessain@navagne.com /// j.dessain@ieseg.fr

www.navagne.com

All rights reserved - Copyright Navagne (2021)