https://github.com/shishimaru/predictstocks

Predict stocks with multivariate time series
https://github.com/shishimaru/predictstocks

gru lstm rnn stocks tensorflow wavenet

Last synced: 6 months ago
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Predict stocks with multivariate time series

• Host: GitHub
• URL: https://github.com/shishimaru/predictstocks
• Owner: shishimaru
• License: gpl-3.0
• Created: 2024-07-09T04:20:57.000Z (about 1 year ago)
• Default Branch: main
• Last Pushed: 2024-07-24T15:45:38.000Z (about 1 year ago)
• Last Synced: 2025-02-15T02:28:46.892Z (8 months ago)
• Topics: gru, lstm, rnn, stocks, tensorflow, wavenet
• Language: Jupyter Notebook
• Homepage:
• Size: 938 KB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# PredictStocks





株価データに日経平均を追加した多変量時系列データを使い、全てのタイムステップで次のn日分の株価を予測する

試した学習モデル

- ベースライン指標となる線形モデル

- LSTM

- GRU

- 1次元CNN

- WaveNet

![prediction sample 1](./predict-samples/sample1.png "Prediction Sample 1")

![prediction sample 2](./predict-samples/sample2.png "Prediction Sample 2")

![prediction sample 3](./predict-samples/sample3.png "Prediction Sample 3")