Predicted stock price

預測未來一週收盤價，目前嘗試了兩種model

1. many-to-one 預測未來一天（結果不好又要train很久，放棄)
2. many-to-one 分別預測未來1~5天 (同上)
3. many-to-many 直接預測未來5天
4. seq2seq
5. seq2seq + attention

Model

many-to-many 直接預測未來5天

Data

data form: (N, 20, 1)
tainind & validate: 80:20

Usage

& pip3 install -r requirements.txt

• many-to-many 直接預測未來5天

& python3 lstm_mtm.py

Result

• many-to-many 直接預測未來5天

  0050

  

  0052

  

  0059

  

Score

• many-to-many 直接預測未來5天

  current score: 12.79

  Score of each day

  

  Score of each ETF

  

  Total Score