The averaged results obtained using the function laggedPosChange for the target NNs trained on the data of individual companies (Ours).
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https://figshare.com/articles/dataset/The_averaged_results_obtained_using_the_function_i_laggedPosChange_i_for_the_target_NNs_trained_on_the_data_of_individual_companies_Ours_/12112251
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The column TRCost and the column cumAsset list the transaction costs and cumulative assets, respectively. The column NNP and the column MDD list the non-neutral position ratios and Maximum Drawdowns, respectively.
创建时间：
2020-04-10
