Awesome

keras-wattnet

Keras WaveATTentionNet (WATTNet)

References

• https://github.com/Zymrael/wattnet-fx-trading (Original PyTorch repository)
• https://arxiv.org/abs/1909.10801 (WATTNet: Learning to Trade FX via Hierarchical Spatio-Temporal Representation of Highly Multivariate Time Series)