/MAN-SF

Reproduction of the paper "Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations"

Primary LanguagePython

CCBDA Final Project

Directorcy Structure

|- MAN-SF-master
	|- Data
		|- relation
		|- stocknet-dataset
	|- build_input_data
	|- data_preprocess.py
	|- layers.py
	|- model.py
	|- models.py
	|- README
	|- train.py
	|- utils.py
	|- valid_company.txt
	|- alignment_date_list.txt
	|- requirements.txt

Environment Setup

  • Pytorch=1.8.1
  • Python=3.8
  • Tensorflow=2.3.0
  • pip install -r requirements.txt

Dataset

Run

  • First, do data preprocessing, python data_preprocess.py
  • Then, build input data for model, python build_intput_data.py
  • Finally, you can run it by python train.py