https://github.com/burakahmet/autonomous-stock-trading-using-lstm-models

Autonomous stock trading application using deep neural networks
https://github.com/burakahmet/autonomous-stock-trading-using-lstm-models

dash-aplication data-engineering data-science data-visualization deep-learning deep-learning-algorithms deep-neural-networks feature-engineering financial-analysis lstm lstm-cnn lstm-model lstm-neural-networks python stock-market stock-price-prediction stock-trading time-series time-series-analysis time-series-forecasting

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Autonomous stock trading application using deep neural networks

• Host: GitHub
• URL: https://github.com/burakahmet/autonomous-stock-trading-using-lstm-models
• Owner: BurakAhmet
• License: apache-2.0
• Created: 2025-01-31T12:35:07.000Z (8 months ago)
• Default Branch: main
• Last Pushed: 2025-01-31T15:33:17.000Z (8 months ago)
• Last Synced: 2025-02-12T15:49:10.876Z (8 months ago)
• Topics: dash-aplication, data-engineering, data-science, data-visualization, deep-learning, deep-learning-algorithms, deep-neural-networks, feature-engineering, financial-analysis, lstm, lstm-cnn, lstm-model, lstm-neural-networks, python, stock-market, stock-price-prediction, stock-trading, time-series, time-series-analysis, time-series-forecasting
• Language: Jupyter Notebook
• Homepage:
• Size: 17.2 MB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# Autonomous-Stock-Trading-Using-LSTM-Models

This repository implements an autonomous stock trading application that uses Long Short-Term Memory (LSTM) neural network models to make stock price predictions. Note that the code and results in this repository are for educational and experimental purposes only; always conduct your own research and tests before making real financial decisions.

## Table of Contents

1. [Overview](https://github.com/BurakAhmet/Autonomous-Stock-Trading-Using-LSTM-Models/tree/main?tab=readme-ov-file#overview)

2. [Requirements](https://github.com/BurakAhmet/Autonomous-Stock-Trading-Using-LSTM-Models/tree/main?tab=readme-ov-file#requirements)

3. [Results](https://github.com/BurakAhmet/Autonomous-Stock-Trading-Using-LSTM-Models/tree/main?tab=readme-ov-file#results)

   - [Model Evaluation Results](https://github.com/BurakAhmet/Autonomous-Stock-Trading-Using-LSTM-Models/tree/main?tab=readme-ov-file#model-evaluation-results)

   - [Predictions](https://github.com/BurakAhmet/Autonomous-Stock-Trading-Using-LSTM-Models?tab=readme-ov-file#predictions)

   - [Trading Results](https://github.com/BurakAhmet/Autonomous-Stock-Trading-Using-LSTM-Models?tab=readme-ov-file#trading-results)

5. [Acknowledgements](https://github.com/BurakAhmet/Autonomous-Stock-Trading-Using-LSTM-Models/tree/main?tab=readme-ov-file#acknowledgements)

## Overview

This project aims to:

* Use LSTM-based deep learning models to predict price movements.

* Automate buy/sell decisions based on predicted trends.

The main goal is to explore the use of deep learning in trading strategies.

**For more details you can check the [project report](https://github.com/BurakAhmet/Autonomous-Stock-Trading-Using-LSTM-Models/blob/main/Report.pdf)**

## Requirements

You can download the necessary libraries from the [requirements.txt](https://github.com/BurakAhmet/Autonomous-Stock-Trading-Using-LSTM-Models/blob/main/requirements.txt) with this command:

  ```pip install -r requirements.txt```.

  ## Results

### Model evaluation results

|  Stock Name | MAE  | MSE  | RMSE  |

|---|---|---|---|

|  ASELS |  0.3169 |  0.2575 |  0.5074 |   

| THYAO  |  0.3064 |  0.2622 |  0.5120 |   

| AEFES  | 0.4566  |  0.5370 |  0.7328 |  

|  AFYON | 0.1074  | 0.0239  |  0.1547 |   

---

### Predictions

**Prediction for AEFES**

![image](https://github.com/user-attachments/assets/2b17ebe8-d013-4069-b8be-9ae0fb4637ef)

**Prediction for AFYON**

![image](https://github.com/user-attachments/assets/9908f7df-1f8f-4852-89ea-51750ff913ba)

**Prediction for ASELS**

![image](https://github.com/user-attachments/assets/6337625e-8214-4c38-9b24-5a0b28ae8939)

**Prediction for THYAO**

![image](https://github.com/user-attachments/assets/1c7ba1b1-9166-4443-b653-d650d90f7ff3)

---

### Trading Results

**Trading of ASELS**

![image](https://github.com/user-attachments/assets/63f78393-4639-4098-acd8-e61f088868ea)

**Trading of THYAO**

![image](https://github.com/user-attachments/assets/e42a3036-9ea1-41b4-b7ee-c51306e0caea)

**Daily portfolio value while trading of ASELS and THYAO**

![image](https://github.com/user-attachments/assets/6ef69763-ccd8-4402-b76b-d3cb1af23c60)

## Acknowledgements

* Dataset: https://www.kaggle.com/datasets/gokhankesler/borsa-istanbul-turkish-stock-exchange-dataset/data