Binary Classification Models
Binary classification uses exactly two labels encoded as 0 for down and 1 for up. The binary target is created from the sign of the closing log return. NumPy's sign function is unsuitable for the binary labels because it can return -1, 0,…
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Binary classification uses exactly two labels encoded as 0 for down and 1 for up. The binary target is created from the sign of the closing log return. NumPy's sign function is unsuitable for the binary labels because it can return -1, 0, or 1 rather than the required 0/1 encoding. Binary classification in this trading context predicts whether price will go up or down and outputs a probability.