Replicate deep learning forex project from research paper
Budget: $750 – $1,500 AUD
I’m a pro software developer but an amateur machine learning developer. I have been trying to replicate some research papers but fail miserably. I need someone to help me fix my code (or do it yourself).
Here is the reach paper: https://arxiv.org/pdf/2008.06841.pdf
There are multiple architectures mentioned in the paper, I only need ~60% directional accuracy. No need to replicate the paper exactly.
I can provide code and high quality training data. What I currently have:
- Wavelet transform to denoise raw price
- Technical indicators
- LSTM network
The code only gets 51% directional accuracy.
I understand data leakage and have made the mistake myself many times. I will be testing the result thoroughly before accepting the solution.
Here is the reach paper: https://arxiv.org/pdf/2008.06841.pdf
There are multiple architectures mentioned in the paper, I only need ~60% directional accuracy. No need to replicate the paper exactly.
I can provide code and high quality training data. What I currently have:
- Wavelet transform to denoise raw price
- Technical indicators
- LSTM network
The code only gets 51% directional accuracy.
I understand data leakage and have made the mistake myself many times. I will be testing the result thoroughly before accepting the solution.
Related categories:
Deep Learning