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How to configure classification labels (based on return ranking) and adapt model training for classification tasks #2137

@scnu001

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@scnu001

❓ Questions and Help

How can I configure the label in the task config to generate discrete classification labels instead of continuous regression values? Specifically, I want to discretize the returns based on their cross-sectional ranking.
Once the labels are discrete, how should I configure the model and loss function to perform classification training?
And How should the backtesting module be adapted for classification outputs?

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