twang820/Deep-Learning-Time-Series-Prediction-using-LSTM-Recurrent-Neural-Networks

This project aims to predict VOLATILITY S&P 500 (^VIX) time series using LSTM.

Deep-Learning-Time-Series-Prediction-using-LSTM-Recurrent-Neural-Networks

This project aims to predict VOLATILITY S&P 500 (^VIX) time series using LSTM.

The data set:

Historical data for VOLATILITY S&P 500 (^VIX) from Jan. 02, 2005 to Sep. 26, 2016, which can downloaded from

https://ca.finance.yahoo.com/q/hp?a=&b=&c=&d=8&e=27&f=2016&g=d&s=%5Evix&ql=1