alphanet 0.0.7

A recurrent neural network for predicting stock market performance

AlphaNet

A Recurrent Neural Network For Predicting Stock Prices

AlphaNetV2

Below is the structure of AlphaNetV2

input: (batch_size, history time steps, features)

                 stride = 5
input -> expand features -> BN -> LSTM -> BN -> Dense(linear)

AlphaNetV3

Below is the structure of AlphaNetV3

input: (batch_size, history time steps, features)

                 stride = 5
        +-> expand features -> BN -> GRU -> BN -+
input --|       stride = 10                     |- concat -> Dense(linear)
        +-> expand features -> BN -> GRU -> BN -+

Installation

Either clone this repository or just use pypi: pip install alphanet.

The pypi project is here: alphanet.

Documentation

For detailed documentation, go to alphanet documentation.