Train of data time range

Alphathon
#1

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

#2

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.