StockPricePrediction-master
所属分类:大数据
开发工具:Python
文件大小:7501KB
下载次数:18
上传日期:2019-06-18 12:19:59
上 传 者:
诸葛华为
说明: python深度学习股票分析框架,就这么多了
(python learning stock)
文件列表:
Documents (0, 2019-03-27)
Documents\SMAIProjectAbstract.pdf (102446, 2019-03-27)
Documents\StockPricePrediction.pdf (665338, 2019-03-27)
LICENSE (1083, 2019-03-27)
Report.pdf (136581, 2019-03-27)
input (0, 2019-03-27)
input\params.txt (1502, 2019-03-27)
input\symbols.txt (8, 2019-03-27)
requirements.txt (162, 2019-03-27)
screenshots (0, 2019-03-27)
screenshots\presentation.gif (5455451, 2019-03-27)
scripts (0, 2019-03-27)
scripts\Algorithms (0, 2019-03-27)
scripts\Algorithms\LSTN-RNN.py (3947, 2019-03-27)
scripts\Algorithms\Neural_Network.py (16336, 2019-03-27)
scripts\Algorithms\regression_helpers.py (8744, 2019-03-27)
scripts\Algorithms\regression_models.py (2849, 2019-03-27)
scripts\Algorithms\rnn_lstm.py (4405, 2019-03-27)
scripts\Algorithms\svm.py (2580, 2019-03-27)
scripts\Stock-Prediction-Copy1.ipynb (878439, 2019-03-27)
scripts\Stock-Prediction.ipynb (1067999, 2019-03-27)
scripts\add_s_and_p_index.py (1404, 2019-03-27)
scripts\feature_selection.py (1669, 2019-03-27)
scripts\fetch_stock_data.py (2923, 2019-03-27)
scripts\interpolation.py (618, 2019-03-27)
scripts\main.py (749, 2019-03-27)
scripts\normalization.py (313, 2019-03-27)
scripts\preprocessing.py (2023, 2019-03-27)
scripts\twitter-sentiment-analysis (0, 2019-03-27)
# Stock Market Price Predictor using Supervised Learning
### Aim
To examine a number of different forecasting techniques to predict future stock returns based on past returns and numerical news indicators to construct a portfolio of multiple stocks in order to diversify the risk. We do this by applying supervised learning methods for stock price forecasting by interpreting the seemingly chaotic market data.
## Setup Instructions
```
$ workon myvirtualenv [Optional]
$ pip install -r requirements.txt
$ python scripts/Algorithms/regression_models.py
```
Download the Dataset needed for running the code from [here](https://drive.google.com/open?id=0B2lCmt16L_r3SUtrTjBlRHk3d1E).
## Project Concept Video
[![Project Concept Video](screenshots/presentation.gif)](https://www.youtube.com/watch?v=z6U0OKGrhy0)
### Methodology
1. Preprocessing and Cleaning
2. Feature Extraction
3. Twitter Sentiment Analysis and Score
4. Data Normalization
5. Analysis of various supervised learning methods
6. Conclusions
### Research Paper
- [Machine Learning in Stock Price Trend Forecasting. Yuqing Dai, Yuning Zhang](http://cs229.stanford.edu/proj2013/DaiZhang-MachineLearningInStockPriceTrendForecasting.pdf)
- [Stock Market Forecasting Using Machine Learning Algorithms. Shunrong Shen, Haomiao Jiang. Department of Electrical Engineering. Stanford University](http://cs229.stanford.edu/proj2012/ShenJiangZhang-StockMarketForecastingusingMachineLearningAlgorithms.pdf)
- [How can machine learning help stock investment?, Xin Guo](http://cs229.stanford.edu/proj2015/009_report.pdf)
### Datasets used
1. http://www.n***aq.com/
2. https://in.finance.yahoo.com
3. https://www.google.com/finance
### Useful Links
- **Slides**: http://www.slideshare.net/SharvilKatariya/stock-price-trend-forecasting-using-supervised-learning
- **Video**: https://www.youtube.com/watch?v=z6U0OKGrhy0
- **Report**: https://github.com/scorpionhiccup/StockPricePrediction/blob/master/Report.pdf
### References
- [Scikit-Learn](http://scikit-learn.org/stable/)
- [Theano](http://deeplearning.net/software/theano/)
- [Recurrent Neural Networks - LSTM Models](http://colah.github.io/posts/2015-08-Understanding-LSTMs/)
- [ARIMA Models](http://people.duke.edu/~rnau/411arim.htm)
- https://github.com/dv-lebedev/google-quote-downloader
- [Book Value](http://www.investopedia.com/terms/b/bookvalue.asp)
- http://www.investopedia.com/articles/basics/09/simplified-measuring-interpreting-volatility.asp
- [Volatility](http://www.stock-options-made-easy.com/volatility-index.html)
- https://github.com/dzitkowskik/StockPredictionRNN
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