Predicting stock prices

Project overview

• In this project I wanted to forecast stock prices using the time series prediction methods (ARIMA, LSTM) from my weather forecast project
• Microsoft closing stock prices are used as example
• TODO: the goal is a tool that gathers most recent stock market data and make accurate forecasts

Calculated results of a LSTM forecast

with the following accuracy in the predictions:

MAPE	RMSE
0.72%	1.39

Calculated results of a ARIMA forecast

with the following accuracy in the predictions:

MAPE	RMSE
6.33%	13.46

Some good descriptions on stock market prediction

Overview of usable methods

Also:
https://www.kaggle.com/pablocastilla/predict-stock-prices-with-lstm
https://towardsdatascience.com/predicting-stock-price-with-lstm-13af86a74944