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
& python3 lstm_mtm.py

Result

Score