Asset Classes

Free investment financial education

Language

Multilingual content from IBKR

Close Navigation
Learn more about IBKR accounts
Neural Network In Python – Part VI

Neural Network In Python – Part VI

Posted December 6, 2019 at 12:33 pm
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.

Disclosure: Interactive Brokers

Information posted on IBKR Campus that is provided by third-parties does NOT constitute a recommendation that you should contract for the services of that third party. Third-party participants who contribute to IBKR Campus are independent of Interactive Brokers and Interactive Brokers does not make any representations or warranties concerning the services offered, their past or future performance, or the accuracy of the information provided by the third party. Past performance is no guarantee of future results.

This material is from QuantInsti and is being posted with its permission. The views expressed in this material are solely those of the author and/or QuantInsti and Interactive Brokers is not endorsing or recommending any investment or trading discussed in the material. This material is not and should not be construed as an offer to buy or sell any security. It should not be construed as research or investment advice or a recommendation to buy, sell or hold any security or commodity. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.

IBKR Campus Newsletters

This website uses cookies to collect usage information in order to offer a better browsing experience. By browsing this site or by clicking on the "ACCEPT COOKIES" button you accept our Cookie Policy.