Question: 2. (40 marks) Using Feedforward neural networks (FFNN): (a) Train a two-hidden-layer FFNN using the training data. You are free to de- termine or just

2. (40 marks) Using Feedforward neural networks (FFNN): (a) Train a two-hidden-layer FFNN using the training data. You are free to de- termine or just use the default values of the (hyper-) parameters. You are sug- gested to try different settings to see the impacts. However, one implementation suffices for this question while you can simply use the settings in the table below. (b) Use the trained model in part (a) to predict for the test data (X.test). Note that the predicted values are transformed returns. Hence, you need to first convert it back to returns (R.pred ) by reversing the formula in Q1(b) and then use the return to recover the price prediction: S.pred, = St-1 * (1 + R.pred;). (c) Compute the test mean absolute percentage error (MAPE) by the formula 1 St - S.predt n.test St where n.test is the number of test data and the summation loops through the dates for the test period. number of neurons in hidden layers 128, 128 activation functions ReLU or Sigmoid (for FFNN), Tanh (for LSTM) optimizer by default or RMSprop batch size 16 the number of epochs 30

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Accounting Questions!

Jupiter Notebook We have covered some of the limitations of single layer neural networks in class, but they are still powerful learning systems that provide a good way to begin learning about how to...

Machine Learning - doing neural networks This is all to be written in Python Introduction In Part 1 of this assignment you will implement a basic neural net in numpy. You are not to use any libraries...

Hi, Can you please help me with assignment, I am failing to create the train_nn function. Please advise how I can get data to you, my previous efforts have failed. Tensorflow_NeuralNetworkspdf May 1,...

1 Assignment 2 Latent Variables and Neural Networks Due Date: 21:59:59 23 May 2021 Please note that, 1. 1 sec delay will be penalized as 1 day delay. So please submit your assignment in advance...

Part 2 : Deep Averaging Network ( 7 5 points ) In this part, you ll implement a deep averaging network as discussed in lecture and in Iyyer et al . ( 2 0 1 5 ) . If our input s = ( w 1 , . . . , wn )...

Yego Domestic: a bond is issued in the US Global: a bond is issued in the US and foreign markets Eurobonds: a bond denominated in USD is issued in the foreign market. You need to estimate the...

D O NO T Ta KE IF YOU CANNOT ANSWEAR ALL THE QUESTION AS SUPPOSED OR I WILL RATE UNHELPFUL AND REPORT FOR PLAG Peru Domestic: a bond is issued in the US Global: a bond is issued in the US and foreign...

Please provide the summary of the methodology and your understanding of this paper. Incluse necessary figures as well. Rapid Object Detection using a Boosted Cascade of Simple Features single feature...

QUIZ... Let D be a poset and let f : D D be a monotone function. (i) Give the definition of the least pre-fixed point, fix (f), of f. Show that fix (f) is a fixed point of f. [5 marks] (ii) Show that...

For monotone functions f, f0: P Q between posets (P, vP ) and (Q, vQ), let f v f(i) Prove that the binary relation v is a partial order. [3 marks] (ii) For monotone functions between posets p : P 0...

Although the BackPack Company has always used a level aggregate plan, Jill is interested in evaluating chase aggregate plans also. She has asked you to calculate how many hires and fires would be...

What is the percent yield of a reaction in which 90.8 g of tungsten(VI) oxide (WO 3 ) reacts with excess hydrogen gas to produce metallic tungsten and 5.11 mL of water ( d = 1.00 g/mL)? % yield

Describe in detail the changes to equity accounts, including common stock, treasury stock, or additional paid in capital ( i . e . , whether the company raised funds or retired stock ) for Netflix

Determine the major differences between U.S. GAAP and IFRS disclosure reporting requirements related to each separately reportable operating segment. Next, give your opinion as to whether either U.S....