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HIST: weight calculation for the concept representation
As described in the article, the concept representation is calculated due to the capitalization of stocks.
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But I didn't see capitalization of stocks in the code as in:
https://github.com/microsoft/qlib/blob/e78fe48a262b0f65ceabba4e0ce8a169b716dbc7/qlib/contrib/model/pytorch_hist.py#L447
Will this have an influence on the result?
According to my understanding, after reading the code, it uses some way to approximate the market capitalization based weights.
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