vedic-partap/Event-Driven-Stock-Prediction-using-Deep-Learning
A deep learning method for event driven stock market prediction. Deep learning is useful for event-driven stock price movement prediction by proposing a novel neural tensor network for learning event embedding, and using a deep convolutional neural network to model the combined influence of long-term events and short-term events on stock price movements
Python
Issues
- 3
can not craw reuters news
#11 opened by WuMing757 - 0
ileNotFoundError: [Errno 2] File b'../stockFeatures/train.csv' does not exist: b'../stockFeatures/train.csv'
#13 opened by hjc5858 - 0
UnicodeDecodeError: 'gbk' codec can't decode byte 0x80 in position 0: illegal multibyte sequence
#12 opened by hjc5858 - 0
- 1
ImportError: No module named en
#1 opened by SeekPoint - 1
Validation error very high
#6 opened by kshivamraj32 - 2
no news for any tickers
#3 opened by kshivamraj32