jankrepl / deepdow

Portfolio optimization with deep learning.
https://deepdow.readthedocs.io
Apache License 2.0
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RNN or LSTM example #130

Closed fernando2xV closed 8 months ago

fernando2xV commented 2 years ago

Hi, was wondering if someone could provide a working class that includes an LSTM/RNN in it. I wanted to explore this library with these famous networks but can't manage to make them run.

Any help is appreciated!

jankrepl commented 2 years ago

Hey there!

Check out this module to get some inspiration: https://github.com/jankrepl/deepdow/blob/8fb6976a2bc77bade4d5c0e5be3974c67845f11b/deepdow/layers/transform.py#L62

And here is the documentation: https://deepdow.readthedocs.io/en/latest/source/layers.html#rnn

I hope that helps:)

jankrepl commented 8 months ago

Closing due to inactivity