fin-analyze

Purpose

Use historical financial data to predict a stock price increasing or decreasing after a year. Dataset from SimFin

Project Architecture Reference

https://github.com/Mrgemy95/Tensorflow-Project-Template

Model Core Reference

https://github.com/zihangdai/xlnet

Customized:

• Add Pre-LN option to modeling. https://arxiv.org/abs/2002.04745
• Add fin_modeling & fin_model for financial data process.
• Add anml_model meta learning ANML from https://arxiv.org/abs/2002.09571