Discussion of article "Neural networks made easy (Part 4): Recurrent networks"

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New article Neural networks made easy (Part 4): Recurrent networks has been published:

We continue studying the world of neural networks. In this article, we will consider another type of neural networks, recurrent networks. This type is proposed for use with time series, which are represented in the MetaTrader 5 trading platform by price charts.

Of course, the use of 4 internal neural layers in each LSTM block and the complexity of the algorithm itself affected the performance, and thus the speed of such a neural network is somewhat lower than the previously considered convolutional network. However, the root mean square error of the recurrent network is much less.


In the process of recurrent neural network training, the target hitting accuracy graph has a pronounced, almost straight, upward trend.

Only rare pointers to predicted fractals are visible on the price chart. In the previous tests, the price chart was full of prediction labels.

Author: Dmitriy Gizlyk

 
Thank you for sharing your work, Dimitriy!
Is there a way to make the NN use all CPU cores when training?
 

Nice discussion on NN! Hope to find something on how to load in MQL5 an externally trained NN in MT5.

In my case I a have a mxnet, which I whish could be loaded in mql5. I have checked the code base, but haven't found any example as to which libraries to use. Any help? 

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