/tensorflow-stock-prediction

2016 summer intern

Primary LanguagePython

Tensorflow Stock Prediction

Run CNN and DQN model with Tensorflow for stock prediction.
Feature include daily close price, daily relative price, MA, RSI.
Stock data are collected from matplotlib.finance.

Installation Dependencies

  • Tensorflow
  • Python 2.7
  • matplotlib
  • Numpy
  • Gym (for Deep Q Network)

Distributed Tensorflow

Distributed version for MNIST example.
Create a cluster of Tensorflow servers, and distribute a computation graph across the cluster.
Need to consider about transmission time. Transmission time must not be longer than compute time.

Convolutional Neural Network

Take reference from RobRomijnders's work (http://robromijnders.github.io/CNN_tsc/)

Deep Q Network

Take reference from

  1. FloodSung's work (https://zhuanlan.zhihu.com/p/21477488?refer=intelligentunit)
  2. yenchenlin's work (https://github.com/yenchenlin/DeepLearningFlappyBird)