Stock Market Prediction on High-Frequency Data Using Generative Adversarial Nets

Table 3

Network architecture of discriminative model .

Layer	Configuration
Convolution 1	Filter , strides , LReLU
Convolution 2	Filter , strides , LReLU, BN
Convolution 3	Filter , strides , LReLU, BN
FC 1	128, leaky ReLU
FC 2	2, sigmoid

Optimizer: SGD; batch size: 121; iterations: 10000; LReLU slope: 0.01.