/ASX100

Stock Data for ASX100

Primary LanguageJupyter Notebook

Stock Market Prediction using Sequence to Sequence Learning

Introduction

This repo contains the data and implementation for the DSA4199 Honour Project: Stock Market Prediction using Sequence to Sequence Learning

Requirements

  1. python=3.7.6
  2. numpy=1.19.2
  3. pandas=1.2.1
  4. ta-lib=0.4.19
  5. scikit-learn=0.23.2
  6. matplotlib=3.3.2

Files

The models implemented in models.py. The model training can be done by running the 4 jupyter notebook:

  1. MLP.ipynb
  2. lstm-gru-rnnmodel.ipynb
  3. seq2seq.ipynb
  4. attn-seq2seq.ipynb

The evaluation and trading test results/plots can be recreated by running eval.ipynb and trading.ipynb.