Forum

Train of data time range

Answered
27
1
created on 2020-11-01 14:16:20
Ywchen · 2 months ago

Dear Support Team,


Since in the payout function, we can access the features data of "bblive" and "carry12", with range of 2007-2016.


Can we train our model on the whole date range (2007-2016)? And freeze this model for all the stressing testing? (like 2007-2008 ,2007-2013 ... so on)


Thanks

Comments (1)

Ls · 2 months ago

Yes you can, you can do anything you want with the data that is given to you. Sub-sampling and cross validations are good methods to make your model more robust to forecast the future rather than explaining the past !


Thanks.