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Ivan Letteri's Projects

stanford-project-predicting-stock-prices-using-a-lstm-network icon stanford-project-predicting-stock-prices-using-a-lstm-network

Stanford Project: Artificial Intelligence is changing virtually every aspect of our lives. Today’s algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is an exciting time to adopt a disruptive technology that will transform how everyone invests for generations. Models that explain the returns of individual stocks generally use company and stock characteristics, e.g., the market prices of financial instruments and companies’ accounting data. These characteristics can also be used to predict expected stock returns out-of-sample. Most studies use simple linear models to form these predictions [1] or [2]. An increasing body of academic literature documents that more sophisticated tools from the Machine Learning (ML) and Deep Learning (DL) repertoire, which allow for nonlinear predictor interactions, can improve the stock return forecasts [3], [4] or [5]. The main goal of this project is to investigate whether modern DL techniques can be utilized to more efficiently predict the movements of the stock market. Specifically, we train a LSTM neural network with time series price-volume data and compare its out-of-sample return predictability with the performance of a simple logistic regression (our baseline model).

statistical_modeling_for_time_series_forecasting icon statistical_modeling_for_time_series_forecasting

The S&P 500 Market Index is analysed using popular statistical models such as SARIMA, ETS and GARCH. Additionally, a powerful open source forecasting package from Facebook, called Prophet, is also used.

stock-prediction-models icon stock-prediction-models

Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations

stockpredictionai icon stockpredictionai

In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.

switcheo-python icon switcheo-python

Python API for interacting with the Switcheo decentralized exchange

ta-lib icon ta-lib

Python wrapper for TA-Lib (http://ta-lib.org/).

tensortrade icon tensortrade

An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.

tradinggym icon tradinggym

Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.

tradingstrategyaita icon tradingstrategyaita

Python framework for quantitative financial analysis and trading algorithms on decentralised exchanges

tradingview-webhook-bot icon tradingview-webhook-bot

⚙️ This bot listens to TradingView alerts via webhooks and sends them instantly to Telegram, Discord, Twitter and/or Email.

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