Machine Learning, Deep Learning, Trading, Finance, Stock Market.
example, if-else block is implemented in my example with K.switch(). As we can see, if we forecast the direction (the sign) correctly, it’s same MAE (K.abs(y_true — y_pred)), but if not — we penalize our loss for the wrong sign (alpha*y_pred**2 — K.sign(y_true)*y_pred + K.abs(y_true)). Parameter