Machine Learning, Deep Learning, Trading, Finance, Stock Market.
it’s MSE 2.5426229985e-05, MAE 0.0037 and 38% of MAPE. I also would like to encourage you to try different loss functions for volatility, for example from this presentation. For example, let’s try with MSE log: MSE log loss function def mse_log(y_true, y_pred): y_pred = K.clip(y_pred, epsilon, 1.0