Sunday, June 30, 2019

forecasting - What types of neural networks are most appropriate for trading?


What types of neural networks are most appropriate for forecasting returns? Can neural networks be the basis for a high-frequency trading strategy?


Types of neural networks include:



  • Radial Basis Function Networks

  • Multilayer Perceptron (standard architecture)

  • Convolutional Neural Networks


  • Recurrent Neural Networks

  • Q-learning Networks or Deep Reinforcement Learning


What about advanced architectures such as:


Convolutional



  • LeNet-5

  • AlexNet

  • Inception networks

  • VGGNet


  • ResNet


Recurrent



  • Bi-directional

  • Attention Models




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