AlexEmelianov/EURUSD-1h-model-with-binary-1h-CLOSE-preds

:chart_with_upwards_trend::chart_with_downwards_trend:This notebook trains models that predicts the bid price of EURUSD 1 hours. Will be compared two models: LightGBM and RNN keras/tensorflow made of LSTM layers. Used scikit-learn GridSearchCV with TimeSeriesSplit cross-validation scheme for estimate the generalization ability.

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