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Welcome to Week 4
Welcome to Week 4. In this video, Professor Hao Ni summarizes the learning objectives of Week 4 and briefly introduces recurrent neural networks.
Welcome to Week 4 – the last week of our course! This week, we will discuss recurrent neural networks (RNNs) and uncover their mathematical foundation. In this video, Professor Hao Ni summarizes the learning objectives of Week 4 and gives a brief introduction to RNNs, which have the strength to analyse sequential data due to their recurrence structures.
In Week 4, you will learn about
- network architecture of recurrent neural network (RNN);
- optimization: backpropagation through time;
- numerical implementation of RNN on the Limit order book prediction using Python.
This article is from the online course:
An Introduction to Machine Learning in Quantitative Finance
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An Introduction to Machine Learning in Quantitative Finance
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