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Missing data in prediction #15

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victorxie996 opened this issue Sep 27, 2021 · 1 comment
Open

Missing data in prediction #15

victorxie996 opened this issue Sep 27, 2021 · 1 comment

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@victorxie996
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Hi!

Appreciate for sharing such greate work!

My concern regarding to the pratical usability of this whole pipeline is: if you select a stock universe i.e., stocks in the CSI300 index, or just simply select n stocks (doesn't really matter), to train the model, then how is the model gonna functioning well (do the right prediction) if some stocks quit the market, or stopped trading for a short period? From my understanding the vertices and edges cannot be missing, and imputing values to nan would lead to inaccurate prediction?

@QuantHao
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Agree, this is why I am so far still not fully trust GNN could be useful.

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