/GatedCNN_for_SP500_Prediction

Primary LanguagePython

Gated CNN for S&P 500 Prediction

How it works

This work is inspired by the paper Gated CNN and CNN stock price prediction

In this work I applied the Gated CNN on S&P500 stock price prediction. It beats several methods even without hyperparams tuning:

  1. Logistic Regression
  2. KNN
  3. SVM
  4. Random Forest

This method using CNN in a similar way as LSTM but with less training time needed.

How to run it

Run the main.py program will give you the results. The layers specs is also listed in the main.py. Please feel free to play with those hyperparams.