/Stock-Price-Prediction

Predicting SP500 stock prices with LSTMs

Primary LanguageJupyter Notebook

Binder

Predicting S&P500 index using LSTM networks

Files/Directories included in the main directory:

  • research/LSTM_Prediction.ipynb - Jupyter notebook containing instructions for training the LSTM network and forecasting the prices.

  • src/prediction.py - Python script for forecasting prices

  • src/train_lstm_model.py - Python script for training/updating the LSTM model

Instructions:

  • Install all the dependencies from requirements.txt

  • For updating or training the LSTM model with newer prices, use a csv file containing Closing prices

  • For training/updating use the command, 'python train_lstm_model.py' and type the name of csv file (or path of csv file)

  • For forecasting use the command, 'python prediction.py' and enter the number of days you want to forecast (It is recommended to enter a value less than 15 days and always traing the network on a 15 days interval)