# This configuration file allows to define the layers that constitute each #of the neural network models used by our MLP, RNN and LSTM models. # The first layer is the input layer, meaning that to it we add the input shape expected. #Note that we can still add the number of neurons on the first layer. # The last layer is the output layer, meaning that from it we have our prediction share price days #therefore, we don't define units for this layer as this is defined from the terminal directly. # There are several types of parameters available to configure your Neural Network model, and more on #these can be found in https://www.tensorflow.org/api_docs/python/tf/keras/layers # So far the following type of layers are allowed: Dense, SimpleRNN, LSTM, and Dropout # This is an on-going work, hence, feel free to request support for more types of layers # From the terminal, we are able to define: # - The number of inputs used by the module # - The number of training epochs # - The frequency of data training (i.e. do we use all data, or every other day - may speed up training) # - The preprocessing type: normalization, standardization, or none # - The optimizer # - The loss function MultiLayer_Perceptron \ = [ {'Dense': {'units':50, 'activation':'relu'} }, {'Dense': {'units':100, 'activation':'relu'} }, {'Dense': {'units':80, 'activation':'relu'} }, {'Dense': {'units':30, 'activation':'relu'} }, {'Dense': {'activation':'linear'} }] Recurrent_Neural_Network \ = [ {'SimpleRNN': {'units':100, 'activation':'linear', 'return_sequences':True} }, {'SimpleRNN': {'units':50, 'activation':'linear', 'return_sequences':True} }, {'Dropout': {'rate':0.2} }, {'SimpleRNN': {'units':21, 'activation':'linear', 'return_sequences':False} }, {'Dense': {'activation':'linear'} }] Long_Short_Term_Memory \ = [ {'LSTM': {'units':25, 'activation':'tanh', 'return_sequences':True} }, {'LSTM': {'units':15, 'activation':'tanh', 'return_sequences':False} }, {'Dense': {'activation':'linear'} }]