AggregatePrediction

This project aims to predict market return by using information of macro variables and individual firms.

How to use it?

• Modify the main file to create the suitable input for the prediction framework:

  1. Read your data and convert the date format
  2. Label the predicted target and list of predictors
  3. Specify the time span of training, validation and testing

• You can add other prediction methods in the single_run.py.