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Artificial neural networks (ANN), are composed of 'neurons' - programming constructs that mimic the properties of biological neurons. A set of weighted connections between the neurons allows information to propagate through the network to solve artificial intelligence problems without the network designer having had a model of a real system.

3 votes
1 answer
114 views

Structure the dataset for financial machine learning

I am trying to construct a dataset to apply MLP in forecasting financial returns. The main idea is that I want to predict future equity returns (1 month ahead, but the horizon can vary, just to give a …
Alexbrini's user avatar
0 votes
1 answer
259 views

Difference in labelling and normalizing train/test data

I am working on a dataset comprised of almost 17000 data points. Since it's a financial dataset and the components are many different companies, I need necessarily to split it by date. Therefore, supp …
Alexbrini's user avatar
4 votes
1 answer
2k views

Connect a dense layer to a LSTM architecture

I am trying to implement an LSTM structure in plain numpy for didactic reason. I clearly understand how to input the data, but not how to output. Suppose I give as inputs a tensor of dimension (n, b, …
Alexbrini's user avatar