About 'ourpped' data (both KDD and ACL)

[eunjibang]

First of all, Thank you for sharing this work. We have several questions. May I ask if you don't mind?

1. We've researched your work, but we are not able to find your code to generate 'ourpped' data. Could you let us know where the code exist or share the code?

2. In raw data in kdd, there are the number, -123321. What dose this number mean? Plus, I wonder meanings/information of each column. (There are 13 columns in AAPL. However, there are only 9 columns (OLHC, volumes) in kdd/price_long_50)

[dqgdqg]

I have the same question!

[dqgdqg]

I seem to get it.

1. They use the features in Table 1 in their paper, which contains c_open, c_high, c_low, n_close, n_adj_close, 5-day, 10-day, 15-day, 20-day, 25-day, 30-day. The first 11 columns represent these 11 features in total. Penultimate column (12th) is the label (-1 negative, 1 positive, 0 represents the rows whose movement in [-0.005, 0.0055]). The last column (13th) seems not to be used.

2. -123321 seems to represent NAN. For example, Alibaba (stock BABA) listed on 19 Sep 2014, so it uses -123321 to fill the row before that day.

[lmd1993]

I think the 13th column is not used. Is there any other idea about the 13th column's usage? -123321 seems to take place for the first 30 days.