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Neural Networks and AI / Sequence Models and Attention

Sequence-to-Sequence Modelling and Learned Embeddings

Many financial NLP tasks map one ordered input to another ordered output: normalise a ticker alias to a canonical symbol, translate a short research headline into a risk tag sequence, or align two time-indexed feature streams of different lengths. Sequence-to-sequence (seq2seq) models pair an encoder RNN that reads the input with a decoder RNN that generates the output step by step. Embeddings replace sparse one-hot identifiers with dense vectors learned jointly with the task, so semantically related tokens sit near one another in representation space.

In this lesson

  1. Learning objectives
  2. Embeddings
  3. Encoder–decoder seq2seq
  4. Worked example

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