The code has been tested running under Python 3.7.4, with the following packages and their dependencies installed:
numpy==1.16.5
sklearn==0.21.3
statsmodels==0.10.1
pandas==0.25.1
tensorflow==2.1.0
keras==2.3.1
xgboost==1.5.0
The stock data used in this repository was downloaded from TuShare. The stock data on TuShare are with public availability.
Firstly, run ARIMA.py
for pre-processing step by ARIMA model. Then, run the neural network or XGBoost models.
- Run
LSTM.py
for the single-layer LSTM, multi-layer LSTM, and bidirectional LSTM models. - Run
XGBoost.py
for the XGBoost model. - Run
Main.py
for our proposed Attention-based CNN-LSTM and XGBoost hybrid model.
@article{shi2022attclx,
author={Zhuangwei Shi and Yang Hu and Guangliang Mo and Jian Wu},
title={Attention-based CNN-LSTM and XGBoost hybrid model for stock prediction},
journal={arXiv preprint arXiv:2204.02623},
year={2022},
}