sm823zw/Stock-Market-Index-Prediction

This repo deals with time series prediction using LSTMs. An encoder-decoder architecture was used for this purpose. A dual-stage attention mechanism (DA-RNN) has been used in addition to it.

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This project helps financial analysts and traders predict future stock market index values, like the NASDAQ 100. By taking minute-by-minute stock prices of individual corporations, it generates forecasts for the overall market index. It is designed for quantitative analysts, day traders, or financial modelers who need to anticipate market movements.

No commits in the last 6 months.

Use this if you need to forecast short-term movements of a stock market index based on the real-time prices of its underlying constituent stocks.

Not ideal if you are looking for long-term investment advice or predictions based on fundamental analysis or macroeconomic factors.

quantitative-trading market-forecasting financial-modeling algorithmic-trading time-series-analysis
Stale 6m No Package No Dependents
Maintenance 0 / 25
Adoption 6 / 25
Maturity 16 / 25
Community 10 / 25

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Stars

24

Forks

3

Language

Jupyter Notebook

License

GPL-3.0

Last pushed

Oct 06, 2021

Commits (30d)

0

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