Check my blog post "Predict Stock Prices Using RNN: Part 1" for the tutorial associated.
- Make sure
tensorflow
has been installed. - First download the full S&P 500 data from Yahoo! Finance ^GSPC or this link. And save the .csv file to
_data/SP500.csv
. - Modify
RNNConfig
inconfig.py
to use the configuration you like. - Run
python train_model.py