****************************** Rolling Neural Networks module ****************************** The main idea behind Rolling Neural Network is to train the model by followig the temporal structure of the data. By example we start to train over 1 year (from 01/01/2000 to 31/12/2000), predict 3 months ahead (from 01/01/2001 to 31/03/2001), and move 3 months ahead to retrain the model (from 01/04/2000 to 31/03/2001) and predict again 3 months ahead (from 01/04/2001 to 30/06/2001), and so on until present. .. image:: _static/rolling_mechanism.png .. currentmodule:: fynance.neural_networks .. autosummary:: fynance.neural_networks.RollNeuralNet fynance.neural_networks.RollMultiNeuralNet fynance.neural_networks.RollAggrMultiNeuralNet fynance.neural_networks.RollMultiRollNeuralNet .. autoclass:: RollNeuralNet :special-members: :members: :show-inheritance: .. autoclass:: RollMultiNeuralNet :special-members: :members: :show-inheritance: .. autoclass:: RollAggrMultiNeuralNet :special-members: :members: :show-inheritance: .. autoclass:: RollMultiRollNeuralNet :special-members: :members: :show-inheritance: