This repository is dedicated to my master thesis, in which I forecast Goldman Sachs and General Electric stock prices. Moreoever, I elaborate on time series forecasting and previous works. Lastly, I discuss recurrent neural networks (long-short term memory (LSTM) in particular) in both practical and theoertical pespective.
There are 3 files in this repository:
- General Electrics Stock
- Closing Price: Closing Price of GE is predicted without including any other stock.
- Goldman Sachs Stock
- Closing Prince: Colsing Price of GS is predicted and closing price of two other correlated stocks (JP Morgan and Morgan Stanely) are also used as features.
- Price Return: Return of GS is predicted and return of two other correlated stocks (JP Morgan and Morgan Stanely) are also used as features.