/python-finance-stocks-LSTM

Rigde-regression and LSTM price prediction

Primary LanguageJupyter Notebook

If the project is not visible on github, you can use this link:
https://nbviewer.jupyter.org/github/RBarroco/python-finance-stocks-LSTM/blob/master/pyhton-finance-stocks-LSTM.ipynb

Stock Price Prediction - Long short-term memory

  • Univariate analysis
  • Multivariate analysis
  • Business Statistics (inferential, descriptive)
  • Stock price analysis
  • Normalizing and scaling data
  • Linear Regression
  • Ridge Regression
  • Regularization
  • LSTM keras model with multiple hidden layers
  • Interactive plotting

(Under development)

  1. Trading system using predicted price

Equities:

Date [2012-01-12, 2020-08-11]

AAPL = Apple Stock

BA = Boeing

T = AT&T

MGM = MGM Resorts International (Hotel Industry)

AMZN = Amazon

IBM = IBM

TSLA = Tesla Motors

sp500 = US Stock Market