/StockPredict

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StockPredict

v0.1 Predict the moving direction of stock index

1. Data Preparing

  • Using close price everyday for stock index in china

2. Model Training

  • model: LSTM
  • target: up/down/stay
  • measure: accuracy of prediction

3. Testing

  • Sliding window, using next day's close price minus today' to evaluate the correctness of prediction.