StockPrediction

1. Yahoo Finance using Reinforcement Learning

Stock Prediction by Reinforcement Learning.

It's implementation of Q-learning applied to (short-term) stock trading. The model uses n-day windows of closing prices to determine if the best action to take at a given time is to buy, sell or sit.

As a result of the short-term state representation, the model is not very good at making decisions over long-term trends, but is quite good at predicting peaks and troughs

Usage

To train the model :

cd ReinforcementLearning-YahooFinance
mkdir models
python train.py ^GSPC 10 1000`

Then after training finishes :

python evaluate.py ^GSPC_2011 model_ep1000

Tutorial

Jupyter Notebook for stock prediction.

References

Deep Q-Learning with Keras and Gym - Q-learning overview and Agent skeleton code

Siraj Raval-School of AI

2. Google Stock Prediction Using Recurrent Neural Network