January 2020
Beginner to intermediate
432 pages
11h 24m
English
Content preview from Python for Finance Cookbook
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How to do it...
Execute the following steps to train a multilayer perceptron in PyTorch.
- Import the libraries:
import yfinance as yfimport numpy as npimport torchimport torch.optim as optimimport torch.nn as nnimport torch.nn.functional as Ffrom torch.utils.data import (Dataset, TensorDataset, DataLoader, Subset)from sklearn.metrics import mean_squared_errordevice = 'cuda' if torch.cuda.is_available() else 'cpu'
- Define the parameters:
# dataTICKER = 'ANF'START_DATE = '2010-01-02'END_DATE = '2019-12-31'N_LAGS = 3# neural network VALID_SIZE = 12BATCH_SIZE = 5N_EPOCHS = 1000
- Download the stock prices of Abercrombie and Fitch and process the data:
df = yf.download(TICKER, start=START_DATE, end=END_DATE, progress=False)df = df.resample("M").last() ...Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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