/LSTM_EMD_PCA_EURUSD

Assessing the Effectiveness of LSTM model with EMD Denoising and PCA for EUR/USD currency

Primary LanguageJupyter Notebook

LSTM-for-EURUSD-daily-prediction-

This is code for LSTM prediction using EURUSD daily data provided by oanda that uses, several technical indicators as input for the model

In the Settings file, we set all the parameters for the denoising, features and lstm model. All parameters could be altered from the settings file, coding have been put from a linux based system If User is running code from windows he should adjust file path accordingly in the settings file to run code correctly

The user can directly run LSTMBasedStrategy that takes all the parameters from the Settings file and produce the results in ./Cashe/Results.

To ensure smooth running user could import projectEnvironment.yml file in anaconda and use this environemnt to run code