paulms77 / bilstm-stockprediction-algorithm Goto Github PK

View Code? Open in Web Editor NEW

양방향 LSTM 기반 주가 예측 알고리즘 논문 연구 코드입니다.

License: Apache License 2.0

Python 1.39% Jupyter Notebook 98.61%

bilstm-stockprediction-algorithm's Introduction

Birdirectional-LSTM Based Stock Prediction

Introduction

This research was conducted for the purpose of analyzing and predicting stock price data based on Birdirectional-LSTM. About the top 10 KOSPI stocks for research We used crawling technology to collect stock information and company-related news information. It also consists of pattern capture technologies such as modified closing price, rolling and lagging, technical analysis, sentiment analysis, and Stacked Variational AutoEncoder.

Paper

Please refer to the paper (Korean) Drive Pages

Requirements

numpy
pandas
chromedriver_autoinstaller
selenium
bs4
urllib
Python-Io
datetime
FinanceDataReader
pykrx
Ta-lib
typing
xgboost
statsmodels
torch

License

This repository is licensed under Apache 2.0.

Structure

└─ stock_prediction
    └─ stock_prediction
        ├─ setup.py
        └─ src
            ├─ stock_prediction_program
                ├─ __init__.py
                ├─ program_func.py
                ├─ my_data
                │   └─ *.csv
                ├─ my_news_data
                │   └─ *.csv
                ├─ my_package
                │   ├─ metrics.py
                │   ├─ model.py
                │   ├─ preprocessing.py
                │   ├─ train.py
                │   └─ visualization.py
                └─ my_path
                    ├─ bilstm
                    │  └─ *.pt
                    ├─ vae
                    │  └─ *.pt
                    └─ xgb
                       └─ *.joblib