Stock price prediction using ensemble MLP in PyTorch.
Stock price prediction using ensemble MLP in PyTorch.
Predict the index changes by the fluctuation of index and volume in the last 5 days.
Train data is the daily CISSM (Compositional Index of Shenzhen Stock Market) from 2005/01 to 2015/06, the test data is from 2015/07 to 2017/05.
train_net.py
to train a group of MLPs with sz_train.csv
, saved in /MLPs
.test_net.py
to predict stock market trend (in sz_test.csv
) using ensemble MLP.The train error rate (black) and test error rate (red) of a single MLP, changing with epoches.
The red line is asset sequence if we buy/sell CISSM-ETF according to our ensemble MLP, comparing with CISSM (black).