keras-wattnet
May 2, 2023 ยท View on GitHub
Keras WaveATTentionNet (WATTNet)
References
- https://github.com/Zymrael/wattnet-fx-trading (Original PyTorch repository)
- https://arxiv.org/abs/1909.10801 (WATTNet: Learning to Trade FX via Hierarchical Spatio-Temporal Representation of Highly Multivariate Time Series)