Pytorch implementation of a Supervised Auto-Encoder MLP model for use in finanical ML competitions. Idea is that AE will be trained to generate a reduced dimension (encoder output) representation of ...
Regular LSTM-AE for reconstruction tasks (LSTMAE.py) LSTM-AE + Classification layer after the decoder (LSTMAE_CLF.py) LSTM-AE + prediction layer on top of the encoder (LSTMAE_PRED.py) ...