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question about data contamination #6

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gabriele16 opened this issue Feb 6, 2022 · 1 comment
Open

question about data contamination #6

gabriele16 opened this issue Feb 6, 2022 · 1 comment

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@gabriele16
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Really nice work. I have question concerning the data pre-processing. The accuracy of the model trained on the data which has gone through a 10 day moving average has improved dramatically. However, is data contamination coming from the moving average affecting the prediction? In reality we would not be able to perform a moving average on future stock prices. I wonder if doing a rolling average separately on train, test and validation gives still the same level of accuracy. Thanks!

@gabriele16 gabriele16 changed the title Really nice work. I have question concerning the data pre-processing. The accuracy of the model trained on the data which has gone through a 10 day moving average has improved dramatically. However, is data contamination coming from the moving average affecting the prediction? In reality we would not be able to perform a moving average on future stock prices. I wonder if doing a rolling average separately on train, test and validation gives still the same level of accuracy. Thanks question about data contamination Feb 6, 2022
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