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Neural Network In Python – Part VI

Neural Network In Python – Part VI

Posted December 6, 2019
Devang Singh
QuantInsti

We have covered a lot in this neural network tutorial and this leads us to apply these concepts in practice. Thus, we will now learn how to develop our own Artificial Neural Network. 

Coding the Strategy

Importing Libraries

We will start by importing a few libraries, the others will be imported as and when they are used in the program at different stages. For now, we will import the libraries which will help us in importing and preparing the dataset for training and testing the model.

import numpy as np
import pandas as pd
import talib

Numpy is a fundamental package for scientific computing, we will be using this library for computations on our dataset. The library is imported using the alias np.

Pandas will help us in using the powerful dataframe object, which will be used throughout the code for building the artificial neural network in Python.

Talib is a technical analysis library, which will be used to compute the RSI and Williams %R. These will be used as features for training our artificial neural network. We could add more features using this library.

In the next installment, the author will demonstrate how to set the random seed to a fixed number.

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