Wavelength reuse for short-reach optical access network utilizing MDM

Total coloring of planar graphs without adjacent short cycles

Classification of Evoked Emotions Using an Artificial Neural Network Based on Single, Short-Term Physiological Signals

短 预习 获取s/ Chrome扩展程序 从安装或从构建 相关项目 ：用于Go应用和命令行工具的可重用框架。 ：脱机唯一密钥生成服务。 目录 入门 访问源代码 git clone https://github.com/short-d/short.git 先决条件 v1.13.1 v12.12.0 v1.19.1 v12.0 当地环境变量 将backend/.env.dist文件复制到backend/.env ： cp backend/.env.dist backend/.env 将frontend/.env.development.dist文件复制到frontend/.env.development ： cp frontend/.env.development.dist frontend/.env.development 创建reCAPTCHA帐户 使用以下配置在上注册： 领域 值 标签 Short reCAPTCHA类型 reCAPTCHAv3 域 localhost 打开settings 。 复制SITE KEY和SECRET KEY 。 用SECR

Apache Mesos and Kubernates are often compared directly to each other as container orchestrators, but they were built with very different goals in mind.

Welcome to Long Short-Term Memory Networks With Python. Long Short-Term Memory (LSTM) recurrent neural networks are one of the most interesting types of deep learning at the moment. They have been used to demonstrate world-class results in complex problem domains such as language translation, automatic image captioning, and text generation. LSTMs are very di↵erent to other deep learning techniques, such as Multilayer Perceptrons (MLPs) and Convolutional Neural Networks (CNNs), in that they are designed specifically for sequence prediction problems. I designed this book for you to rapidly discover what LSTMs are, how they work, and how you can bring this important technology to your own sequence prediction problems.

作者为Jason Brownlee. 请支持正版！本资源供非商业用途共享！ About the Ebook: 3 parts, 14 step-by-step tutorial lessons, 246 pages. 6 LSTM model architectures. 45 Python (.py) files.

Long Short Term Memory Networks for Anomaly Detection in Time Series - LSTM在时序数据中的应用

英文版chm格式; 传说是Sun公司指定的Java教程 http://download.csdn.net/source/2722391 相同的资源

Short term interest rate futures (STIR futures) are one of the largest financial markets in the world. The two main contracts, the Eurodollar and Euribor regularly trade in excess of one trillion dollars and euros of US and European interest rates each day. STIR futures are also unique because their structure encourages spread and strategy trading, offering a risk reward profile incomparable to other financial markets. STIR futures are traded on a completely electronic market place that provides a level playing field, meaning that the individual can compete on exactly the same terms as banks and institutions. The sheer number of trading permutations allows traders to find their own niche'Trading STIR Futures' is a handbook to the STIR futures markets, clearly explaining what they are, how they can be traded, and where the profit opportunities are. The book has been written for aspiring traders and also for experienced traders looking for new markets.This book offers a unique look at a significant but often overlooked financial instrument. By focusing exclusively on this market, the Author provides the reader with a comprehensive guide to trading STIR futures. He covers key points such as how STIR futures are priced, the need to understand what is driving the markets and causing the price action, and provides in-depth detail and trading examples of the intra-contract spread market and cross-market trading opportunities of trading STIR futures against other financial products. An essential read for anyone wishing to enter this market.