Train A Deep Neural Network To Predict Asset Price Returns
In practice, we need to explore variations of the design options outlined above because we can rarely be sure from the outset which network architecture best suits the data.
In this section, we will explore various options to build a simple feedforward Neural Network to predict asset price returns for a one-day horizon.
Import & Settings
import warnings
warnings.filterwarnings('ignore')
The first line of the code imports the warnings module in Python that helps show warning messages when there might be problems during code exe…