Hierarchical-Attention-Based-Recurrent-Highway-Networks-for-Time-Series-Prediction
Pytorch implementation of Hierarchical Attention-Based Recurrent Highway Networks for Time Series Prediction https://arxiv.org/abs/1806.00685
Content:
- NASDAQ 100 Stock dataset
Features used in implementation:
-
BATCH-NORMALIZED RECURRENT HIGHWAY NETWORKS https://arxiv.org/pdf/1809.10271.pdf
-
Highway State Gating for Recurrent Highway Networks: improving information flow through time https://arxiv.org/pdf/1805.09238.pdf