HIST: What is the meaning of market_value?

[Hanson13]

❓ Questions and Help

Dear authors, In the training code of HIST, I noticed the input of DataLoader includes df_train['market_value']. I didn't find this in the training of other models. Could you please tell me what it stands for? Is it the price of the stock? `

slc = slice(pd.Timestamp(args.train_start_date), pd.Timestamp(args.train_end_date))
df_train['market_value'] = df_market_value[slc]
df_train['market_value'] = df_train['market_value'].fillna(df_train['market_value'].mean())
df_train['stock_index'] = 733
df_train['stock_index'] = df_train.index.get_level_values('instrument').map(stock_index).fillna(733).astype(int)
train_loader = DataLoader(df_train["feature"], df_train["label"], df_train['market_value'], df_train['stock_index'], batch_size=args.batch_size, pin_memory=args.pin_memory, start_index=start_index, device = device)

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Thank you for your kind reply!