December 2018
Beginner to intermediate
684 pages
21h 9m
English
Content preview from Hands-On Machine Learning for Algorithmic Trading
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Stacked LSTMs for time series classification
We'll now build a slightly deeper model by stacking two LSTM layers using the Quandl stock price data (see the stacked_lstm_with_feature_embeddings notebook for implementation details). Furthermore, we will include features that are not sequential in nature, namely indicator variables for identifying the equity and the month.
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