Hierarchical-Attention-Based-Recurrent-Highway-Networks-for-Time-Series-Prediction

Pytorch implementation of Hierarchical Attention-Based Recurrent Highway Networks for Time Series Prediction https://arxiv.org/abs/1806.00685

Content:

1. NASDAQ 100 Stock dataset

Features used in implementation:

1. BATCH-NORMALIZED RECURRENT HIGHWAY NETWORKS https://arxiv.org/pdf/1809.10271.pdf

2. Highway State Gating for Recurrent Highway Networks: improving information flow through time https://arxiv.org/pdf/1805.09238.pdf