https://github.com/easonlai/stock_forecast_lstm

This is a demo repo to demonstrate how to use the famous type of Recurrent Neural Network (RNN), Long Short-Term Memory (LSTM) to forecast time-series data of stock price.
https://github.com/easonlai/stock_forecast_lstm

alpha-vantage lstm lstm-model lstm-neural-networks rnn rnn-keras rnn-lstm stock-data stock-forecast stock-price-prediction

Last synced: 4 months ago
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This is a demo repo to demonstrate how to use the famous type of Recurrent Neural Network (RNN), Long Short-Term Memory (LSTM) to forecast time-series data of stock price.

• Host: GitHub
• URL: https://github.com/easonlai/stock_forecast_lstm
• Owner: easonlai
• Created: 2021-10-26T15:56:06.000Z (over 3 years ago)
• Default Branch: main
• Last Pushed: 2021-10-28T07:51:45.000Z (over 3 years ago)
• Last Synced: 2025-01-08T12:13:48.432Z (5 months ago)
• Topics: alpha-vantage, lstm, lstm-model, lstm-neural-networks, rnn, rnn-keras, rnn-lstm, stock-data, stock-forecast, stock-price-prediction
• Language: Jupyter Notebook
• Homepage:
• Size: 1.53 MB
• Stars: 0
• Watchers: 1
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# Stock Price Forecast with LSTM

This is a demo repo to demonstrate how to use the famous type of Recurrent Neural Network (RNN), Long Short-Term Memory (LSTM) to forecast time-series data of stock price. 

The main difference between RNN and LSTM is in terms of which one maintains information in the memory for a long period of time. Here LSTM has an advantage over RNN as LSTM can handle the information in memory for a long period of time as compared to RNN. But the question is what is different in LSTM than RNN by which LSTMs are capable of maintaining long-term temporal dependencies (remembering information for a long period of time).

* stock_forecast_lstm_msft.ipynb <-- Sample using daily time-series data of MSFT stock price.

* stock_forecast_lstm_tsla.ipynb <-- Sample using hourly time-series data of TSLA stock price.

Reference : [What is the main difference between RNN and LSTM | NLP | RNN vs LSTM – Data Science Duniya (ashutoshtripathi.com)](https://ashutoshtripathi.com/2021/07/02/what-is-the-main-difference-between-rnn-and-lstm-nlp-rnn-vs-lstm/)

RNN vs LSTM Node in Simple

![alt text](https://github.com/easonlai/stock_forecast_lstm/blob/main/git-images/rnn-vs-lstm-2.png)

[Reference](https://www.researchgate.net/figure/RNN-v-s-LSTM-a-RNNs-use-their-internal-state-memory-to-process-sequences-of-inputs_fig1_341131167)

RNN vs LSTM Node in Details

![alt text](https://github.com/easonlai/stock_forecast_lstm/blob/main/git-images/rnn-vs-lstm.png)

[Reference](https://ashutoshtripathi.com/2021/07/02/what-is-the-main-difference-between-rnn-and-lstm-nlp-rnn-vs-lstm/)

***** All stock prediction price for demostration and reference only. *****