Deep Learning Transformer Networks to Predict Future Price Direction from Time Series Forex Data
Below is an example of how you can implement a Transformer network in Python using TensorFlow to predict future Forex price directions from time series data. This code includes data preprocessing, model building, training, and evaluation. ```python import numpy as np import pandas as pd import tensorflow as tf from tensorflow.keras import layers, models from sklearn.preprocessing import StandardScaler from sklearn.model_selection import train_test_split # Generate synthetic Forex data for demonstration (replace with your actual data) def generate_synthetic_data(num_samples, num_features): np.random.seed(0) data = np.random.rand(num_samples, num_features) return data # Generate synthetic labels (1 for up, 0 for down) def generate_synthetic_labels(num_samples): np.random.seed(0) labels = np.random.randint(0, 2, num_samples) return labels # Parameters num_samples = 10000 num_features = 10 num_future = 10...