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Python implementation of one layer RNNs
In this video, Dr Wang shows how to implement a single-layer recurrent neural network in Tensorflow.
Tensorflow has implemented many commonly-used RNN layers, including basic RNN, GRU, LSTM, etc. To construct a multi-layer RNN in Tensorflow, one simply stacks individual layers by sequentially adding each layer with specified input, output, and hidden size.
In this video, we show a minimal example of building a multi-layer RNN with/without intermediate output and reading the model summary.
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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