Game-Theory-Based-Stock-Price-Prediction
所属分类:金融证券系统
开发工具:Jupyter Notebook
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上传日期:2023-11-27 11:15:07
上 传 者:
sh-1993
说明: 我们从基线LSTM模型开始,并插入不同的偏差-1。新闻情绪偏见,2。博弈论偏见,3。用户悬念...
(We started off a baseline LSTM model, and we are inserting different biases - 1. News sentiment bias, 2. Game Theory Bias, 3. User Hunch Bias.)
文件列表:
Poster.pdf (353486, 2023-11-27)
ProjectReport.pdf (500057, 2023-11-27)
chromedriver-win64/ (0, 2023-11-27)
chromedriver-win64/chromedriver-win64/ (0, 2023-11-27)
chromedriver-win64/chromedriver-win64/LICENSE.chromedriver (244932, 2023-11-27)
chromedriver-win64/chromedriver-win64/chromedriver.exe (16863232, 2023-11-27)
final_stock_market_analysis_prediction_using_lstm.ipynb (1985249, 2023-11-27)
output_new.png (92802, 2023-11-27)
# Game-Theory-Based-Stock-Price-Prediction
We started off a baseline LSTM model, and we are inserting different biases - 1. News sentiment bias, 2. Game Theory Bias, 3. User Hunch Bias.
# Stock Price Predictor with LSTM and Game Theory Biases
## Overview
This project combines advanced machine learning techniques, including Long Short-Term Memory (LSTM) networks and Game Theory-based biases, to predict stock prices. Additionally, sentimental analysis of news headlines and major global events is incorporated to provide a comprehensive understanding of market dynamics.
## Table of Contents
- [Introduction](https://github.com/suyamoonpathak/Game-Theory-Based-Stock-Price-Prediction/blob/master/#introduction)
- [Key Features](https://github.com/suyamoonpathak/Game-Theory-Based-Stock-Price-Prediction/blob/master/#key-features)
- [Methodology](https://github.com/suyamoonpathak/Game-Theory-Based-Stock-Price-Prediction/blob/master/#methodology)
- [Results](https://github.com/suyamoonpathak/Game-Theory-Based-Stock-Price-Prediction/blob/master/#results)
- [Usage](https://github.com/suyamoonpathak/Game-Theory-Based-Stock-Price-Prediction/blob/master/#usage)
- [Installation](https://github.com/suyamoonpathak/Game-Theory-Based-Stock-Price-Prediction/blob/master/#installation)
- [Contributing](https://github.com/suyamoonpathak/Game-Theory-Based-Stock-Price-Prediction/blob/master/#contributing)
- [License](https://github.com/suyamoonpathak/Game-Theory-Based-Stock-Price-Prediction/blob/master/#license)
## Introduction
In financial markets, predicting stock prices is a challenging task. This project aims to enhance prediction accuracy by combining LSTM networks with Game Theory-based biases and sentimental analysis of news headlines. The inclusion of major event biases further refines the model, offering a holistic approach to stock market prediction.
## Key Features
- **LSTM-Based Prediction:** Utilizes LSTM networks for capturing intrinsic statistical trends in time series stock data.
- **Game Theory-Based Biases:** Incorporates biases derived from speculators' optimal strategies, assessing risk appetite and its influence on market behavior.
- **Sentimental Analysis:** Analyzes news headlines for sentiment biases, offering insights into external factors impacting stock prices.
- **Major Event Biases:** Considers major global events like the COVID-19 pandemic, geopolitical conflicts, and employee layoffs, assessing their impact on market sentiments.
## Methodology
- **Data Collection:** Gathers stock prices from Yahoo Finance API and integrates major event data from reliable sources.
- **LSTM Training:** Trains the LSTM model on historical stock data to learn intrinsic statistical trends.
- **Game Theory Biases:** Calculates biases based on speculators' optimal strategies and risk assessments.
- **Sentimental Analysis:** Scrapes news headlines and performs sentiment analysis to quantify external sentiment biases.
- **Major Event Biases Integration:** Incorporates major event biases into the predictive model.
## Results
### Before Incorporating Biases:
- RMSE: 5.45
- MSE: 18.95
- MAE: 3.81
- R2 Score: 0.89
### After Incorporating Biases:
- RMSE: 3.29
- MSE: 10.87
- MAE: 2.36
- R2 Score: 0.99
## Usage
1. Clone the repository.
2. Install the required dependencies.
3. Follow the provided notebooks or scripts for training and prediction.
## Installation
```bash
pip install -r requirements.txt
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