Neural network in R

Machine Learning and Modeling
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1

Hello. I need to create a long short-term memory (LSTM) neural network in R for modelling and forecasting 1-minute logarithmic returns of a stock. Could you,please, recommend me any packages in R, with the help of which I wll be able to solve this task?

As far as I'm not familiar with these packages, I'll be very grateful if you also provide me with any links on tutorials, materials or Internet resources, which explain how to work with these packages.

Moreover, I'd very pleased if you show me, where it is possible to find any complete working
LSTM-networks to solve the described task.

Thank you for your help.

2

Hello,

For an LSTM neural network in R I would recommend making use of Keras. Have a look here: https://github.com/rstudio/keras/ and also here specifically: https://keras.rstudio.com/reference/layer_lstm.html . Happy to provide more info if you need!

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Check the rnn package and this post

4

Thanks!
But there are so many files in the first link. If briefly, what do I essentially need from all of these?

5

It is a whole package so download the library. There are tutorials on the main link. Here is a link to a basic model to get it setup: https://tensorflow.rstudio.com/tutorials/beginners/basic-ml/tutorial_basic_regression/ . There should be some on your specific problem as well as many have contributed.

6

Note: this post was merged here from another recent #ml post, "How to create long short-term memory (LSTM) neural networks in R?", since it asks a question quite related to this one.

Hello. I need to create a long short-term memory (LSTM) neural network in R for modelling and forecasting 1-minute logarithmic returns of a stock. Could you,please, recommend me any packages in R, with the help of which I wll be able to solve this task?

As far as I'm not familiar with these packages, I'll be very grateful if you also provide me with any links on tutorials, materials or Internet resources, which explain how to work with these packages.

Moreover, I'd very pleased if you show me, where it is possible to find any complete working
LSTM-networks to solve the described task.

Thank you for your help.

7

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