Built a deep neural network to process and interpret news data. Constructed and trained LSTM networks for classifying sentiments and ran backtests then apply the models to news data for signal generation.
jevonchy/DNN-with-news-data
Built a deep neural network to process and interpret news data. Constructed and trained LSTM networks for classifying sentiments and ran backtests then apply the models to news data for signal generation.
Jupyter Notebook