Difference between BasetableTRAIN, BasetableVAL, BasetableTEST, and BasetableTRAINbig


In our textbook you read in .csv files for TRAIN, VAL, TEST, and TRAINbig.

What are these variables? How do we apply/manipulate the NYSE data to them?


Answers and follow-up questions

Answer or follow-up question 1

Dear student,

This is explained in detail in 'Section 2.5.1 Training, validation, and test data' in the textbook.

Unlike what we do in the book, for the assignment we cannot cut up the data randomly.
We need to cut it up by time.
Data from the very far past is training data. Data from the far past is validation data.
Data from the recent past is test data.

Let me know if you have any remaining questions.

Michel Ballings

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