Todos los libros

Profesional

Apps Acerca de Coach Iniciar sesión Empezar a leer

Quantitative Finance · Glosario

¿Qué es Recurrent neural network, long short-term memory?

También llamado: recurrent neural network · long short-term memory

Definition 8.2 Machine Learning for Markets · Capítulo 8 — Sequence Models on Order Books

A recurrent neural network reads a sequence one step at a time and carries a hidden state, ht=act(Axt+Cht−1+c)h_t = \mathrm{act}(A x_t + C h_{t-1} + c). A long short-term memory network (LSTM) adds a cell state updated through gates (input, forget and output, each a sigmoid of xtx_t and ht−1h_{t-1}), which lets gradients flow over long sequences (Hochreiter and Schmidhuber, 1997).

Leer en el capítulo →