https://github.com/elbowz/ml-time-series-prediction
Machine Learning: Time series prediction and strategies on stock markets
https://github.com/elbowz/ml-time-series-prediction
forecasting-models keras-tensorflow
Last synced: 10 months ago
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Machine Learning: Time series prediction and strategies on stock markets
- Host: GitHub
- URL: https://github.com/elbowz/ml-time-series-prediction
- Owner: elbowz
- License: gpl-3.0
- Created: 2019-08-09T15:13:27.000Z (almost 7 years ago)
- Default Branch: master
- Last Pushed: 2019-08-09T15:24:40.000Z (almost 7 years ago)
- Last Synced: 2025-08-11T06:55:36.975Z (11 months ago)
- Topics: forecasting-models, keras-tensorflow
- Language: Python
- Size: 2.51 MB
- Stars: 0
- Watchers: 1
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.MD
- License: LICENSE.txt
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README
# Time series prediction and strategies on stock markets
### more detailed information in ITALIAN: [REPORT.MD](REPORT.MD)
## Utilized libs
* **keras**: neural-network library running on *TensorFlow*
* **sklearn**: encoding, metrics and classificator models
* **pandas**: load and manipulation of **DataSet**
* **numpy, collections**: advanced data structures
* **talib**: market *indicators* (*Technical analysis*)
* **alpha_vantage**: online data market source
* **json**, **hashlib**, **typing**, **argparse**, **matplotlib**, **os**, etc...
## Usage
```bash
main.py [-h] [--in-memory-training] [--symbol-data-overwrite] [--force-train] CFG_FILENAME
```
* **CFG_FILENAME**: path_string - path to config file
* **--in-memory-training, -m**: TrainingSet manipulation in memory (not suggested). Default *False*
* **--symbol-data-overwrite, -d**: overwrite the *DataSet* (historical data). Default *False*
* **--force-train, -f**: force retraining *LSTM*
> **nota**: major part of configuration is made by config file (see `/cfg` directory)
## Credits
* [LSTM Neural Network for Time Series Prediction](https://github.com/jaungiers/LSTM-Neural-Network-for-Time-Series-Prediction) by *Jakob Aungiers*
* [Alpha Vantage API](https://github.com/RomelTorres/alpha_vantage) by *Romel Torres*
* [TA-Lib](https://github.com/mrjbq7/ta-lib) by *John Benediktsson*