Machine Learning for Finance

A brief introduction to Keras

Keras is a high-level neural network API that can run on top of TensorFlow, a library for dataflow programming. What this means is that it can run the operations needed for a neural network in a highly optimized way. Therefore, it's much faster and easier to use than TensorFlow. Because Keras acts as an interface to TensorFlow, it makes it easier to build even more complex neural networks. Throughout the rest of the book, we will be working with the Keras library in order to build our neural networks.

Importing Keras

When importing Keras, we usually just import the modules we will use. In this case, we need two types of layers:

• The Dense layer is the plain layer that we have gotten to know in this chapter
• The Activation ...