- This project is the development of a notebook (code + explanation) that successfully engineers 12 unique types of features, three for each type of feature engineering: transforming, interacting, mapping, and extracting.
- The second part of this project is the development of a deep learning classification model RNN(LSTM) to predict the direction of the S&P500 for the dates 2018-01-01โ2018-07-12 (test set).
dongwei-li-code / sp500-prediction-based-on-feature-engineering-and-rnn-lstm Goto Github PK
View Code? Open in Web Editor NEWFeature engineering and deep learning model RNN (LSTM) for prediction of SP500 direction.