Reinforcement Learning for Finance: Solve Problems in Finance with CNN and RNN Using the TensorFlow Library

© The Author(s), under exclusive license to APress Media, LLC, part of Springer Nature 2023

S. AhlawatReinforcement Learning for Financehttps://doi.org/10.1007/978-1-4842-8835-1_4

4. Recurrent Neural Networks

Samit Ahlawat¹  

(1)

Irvington, NJ, USA

 

A recurrent neural network (RNN) is applied to inputs recurrently, with the network output from one time step sending an additional input to the next time step, augmenting the input for that time step. Inputs can be observations recorded at different time steps. Recurrent application of the network enables such networks to detect temporal relationships in input data that have a material impact in modeling output. The network’s output from one time step is passed as an input to the same network at the next ...